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V-Lab

Tron Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

133.46%

increased by 1.08%

1 Week

133.37%

increased by 0.99%

1 Month

133.15%

increased by 0.77%

Analysis last updated: Friday, August 21, 2026 at 10:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Tron Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 15, 2023 to Aug 21, 2026
Boundary Parameters

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
5.70***
α

ARCH

Response to squared shocks

0.0636
7.23***
β

GARCH

Volatility persistence

0.8968
70.94***
γ

leverage

Additional response to negative shocks

-0.0636
-4.56***

Persistence:

0.929

Half-life:

9 days