Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 24, 2020 to Jul 10, 2026
Boundary 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

ParameterValuet-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