V-Lab
Palantir Technologies Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
62.40%
decreased by 1.01%
1 Week
64.28%
increased by 0.87%
1 Month
67.30%
increased by 3.89%
Analysis last updated: Tuesday, August 25, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2020 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.8874 | 8.48*** |
α ARCH Response to squared shocks | 0.0719 | 7.77*** |
β GARCH Volatility persistence | 0.7695 | 37.14*** |
γ leverage Additional response to negative shocks | 0.0146 | 0.75 |
Persistence:
0.849
Half-life:
4 days
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