V-Lab
Oklo Inc GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, August 24th, 2026
1 Day
80.20%
1 Week
80.21%
1 Month
80.23%
Analysis last updated: Friday, August 21, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Aug 21, 2026Model Insight
With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: volatility responds almost entirely to positive returns
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0023 | 3.04*** |
α ARCH Response to squared shocks | 0.2137 | 10.83*** |
β GARCH Volatility persistence | 0.8743 | 111.04*** |
γ leverage Additional response to negative shocks | -0.1761 | -7.57*** |
Persistence:
1.000
Half-life:
1386294 days
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