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V-Lab

PMV Pharmaceuticals Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

70.40%

increased by 9.46%

1 Week

72.92%

increased by 11.98%

1 Month

76.02%

increased by 15.08%

Analysis last updated: Friday, July 24, 2026 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of PMV Pharmaceuticals Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 25, 2020 to Jul 24, 2026
Boundary Parameters

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 141% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
11.81***
α

ARCH

Response to squared shocks

0.3030
8.76***
β

GARCH

Volatility persistence

0.5763
21.78***
γ

leverage

Additional response to negative shocks

-0.1772
-3.67***

Persistence:

0.791

Half-life:

3 days