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V-Lab

NextBoat Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

74.06%

decreased by 1.27%

1 Week

78.54%

increased by 3.21%

1 Month

85.33%

increased by 10.00%

Analysis last updated: Friday, July 24, 2026 at 11:08 PM UTC

Date Range:

from

to

6M ·

All

graph of NextBoat Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 13, 2025 to Jul 24, 2026
Boundary 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
3.84***
α

ARCH

Response to squared shocks

0.1976
3.31***
β

GARCH

Volatility persistence

0.7443
24.33***
γ

leverage

Additional response to negative shocks

-0.1976
-3.10***

Persistence:

0.843

Half-life:

4 days