Trident Resources Corp GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, July 15th, 2026
1 Day
85.25%
1 Week
87.17%
1 Month
94.48%
Analysis last updated: Wednesday, July 15, 2026 at 09:11 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Jul 10, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Leverage: volatility responds almost entirely to negative shocks
GJR-GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6581 | 4.73*** |
α ARCH Response to squared shocks | 0.0108 | 5.80*** |
β GARCH Volatility persistence | 0.9334 | 302.76*** |
γ leverage Additional response to negative shocks | 0.1117 | 15.39*** |
Persistence:
1.000
Half-life:
-
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