Onterris Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
58.44%
increased by 0.39%
1 Week
60.76%
increased by 2.71%
1 Month
62.65%
increased by 4.60%
Analysis last updated: Friday, July 10, 2026 at 11:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 343% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 9.35*** |
α ARCH Response to squared shocks | 0.0294 | 2.37** |
β GARCH Volatility persistence | 0.6065 | 16.02*** |
γ leverage Additional response to negative shocks | 0.1007 | 3.36*** |
Persistence:
0.686
Half-life:
2 days
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