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V-Lab

Strive 500 ETF GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

12.21%

decreased by 0.39%

1 Week

12.55%

decreased by 0.05%

1 Month

13.54%

increased by 0.94%

Analysis last updated: Friday, August 21, 2026 at 10:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Strive 500 ETF GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 16, 2022 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0410
6.88***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8744
94.14***
γ

leverage

Additional response to negative shocks

0.1710
7.00***

Persistence:

0.960

Half-life:

17 days