V-Lab
NextBoat Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
71.80%
increased by 3.67%
1 Week
76.26%
increased by 8.13%
1 Month
82.65%
increased by 14.52%
Analysis last updated: Friday, August 21, 2026 at 11:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Aug 21, 2026Boundary Parameters
Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 4.28*** |
α ARCH Response to squared shocks | 0.2175 | 3.81*** |
β GARCH Volatility persistence | 0.7227 | 21.89*** |
γ leverage Additional response to negative shocks | -0.2174 | -3.65*** |
Persistence:
0.831
Half-life:
4 days
Other GJR-GARCH Analyses on Equities