Society Pass Inc 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 Friday, July 3rd, 2026
1 Day
204.48%
decreased by 26.25%
1 Week
210.55%
decreased by 20.18%
1 Month
233.27%
increased by 2.54%
Analysis last updated: Friday, July 3, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 9.58 | |
| 0.2509 | 4.90 | |
| 0.7238 | 39.00 | |
| 0.0505 | 0.73 |
Estimation Period:
Nov 9, 2021 to Jun 26, 2026
Nov 9, 2021 to Jun 26, 2026
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