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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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