V-Lab
Galera Therapeutics Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
125.06%
increased by 8.48%
1 Week
123.58%
increased by 7.00%
1 Month
120.17%
increased by 3.59%
Analysis last updated: Wednesday, August 5, 2026 at 09:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Jul 17, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 6.59*** |
α ARCH Response to squared shocks | 0.0186 | 2.91*** |
β GARCH Volatility persistence | 0.8784 | 48.85*** |
γ leverage Additional response to negative shocks | 0.0192 | 1.87* |
Persistence:
0.907
Half-life:
7 days
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