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V-Lab

Nodestream Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

129.55%

decreased by 8.91%

1 Week

127.39%

decreased by 11.07%

1 Month

122.35%

decreased by 16.11%

Analysis last updated: Tuesday, August 25, 2026 at 05:53 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 Aug 21, 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

0.0813
7.58***
β

GARCH

Volatility persistence

0.8098
76.86***
γ

leverage

Additional response to negative shocks

0.0313
1.79*

Persistence:

0.907

Half-life:

7 days