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V-Lab

Modular Medical Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

93.46%

decreased by 5.68%

1 Week

95.22%

decreased by 3.92%

1 Month

99.70%

increased by 0.56%

Analysis last updated: Friday, July 10, 2026 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Modular Medical Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2022 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3.0225
14.20***
α

ARCH

Response to squared shocks

0.1422
3.62***
β

GARCH

Volatility persistence

0.8018
69.43***
γ

leverage

Additional response to negative shocks

-0.0217
-0.32

Persistence:

0.933

Half-life:

10 days