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V-Lab

Prescient Therapeutics Limited GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

135.89%

decreased by 9.01%

1 Week

133.10%

decreased by 11.80%

1 Month

124.86%

decreased by 20.04%

Analysis last updated: Saturday, July 25, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Prescient Therapeutics Limited GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 28, 1996 to Jul 24, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 100% 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

2.4135
14.73***
α

ARCH

Response to squared shocks

0.1316
12.28***
β

GARCH

Volatility persistence

0.8469
133.17***
γ

leverage

Additional response to negative shocks

-0.0657
-4.56***

Persistence:

0.946

Half-life:

12 days