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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Aug 21, 2026Boundary 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
| Parameter | Value | t-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
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