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V-Lab

Poet Technologies Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

116.49%

increased by 11.11%

1 Week

114.34%

increased by 8.96%

1 Month

109.82%

increased by 4.44%

Analysis last updated: Friday, July 24, 2026 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Poet Technologies Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 3, 2014 to Jul 24, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
16.76***
α

ARCH

Response to squared shocks

0.2586
15.36***
β

GARCH

Volatility persistence

0.6529
55.21***
γ

leverage

Additional response to negative shocks

-0.0499
-1.78*

Persistence:

0.887

Half-life:

6 days