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V-Lab

RGC Resources Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

29.07%

decreased by 1.15%

1 Week

29.45%

decreased by 0.77%

1 Month

30.77%

increased by 0.55%

Analysis last updated: Friday, August 21, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RGC Resources Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 1, 1994 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1102
15.59***
α

ARCH

Response to squared shocks

0.0912
16.22***
β

GARCH

Volatility persistence

0.8933
267.54***
γ

leverage

Additional response to negative shocks

-0.0077
-0.78

Persistence:

0.981

Half-life:

36 days