Skip to main content
V-Lab

Nodestream Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

133.02%

increased by 3.51%

1 Week

130.24%

increased by 0.73%

1 Month

123.74%

decreased by 5.77%

Analysis last updated: Wednesday, August 5, 2026 at 05:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nodestream Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 12, 2016 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
11.64***
α

ARCH

Response to squared shocks

0.0817
7.54***
β

GARCH

Volatility persistence

0.8096
76.45***
γ

leverage

Additional response to negative shocks

0.0295
1.69*

Persistence:

0.906

Half-life:

7 days