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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 3, 2014 to Jul 24, 2026Boundary 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
| Parameter | Value | t-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
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