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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 24, 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 | 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
Other GJR-GARCH Analyses on Equities