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V-Lab

Harvest Tesla Enhncd HGH INM GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

89.59%

decreased by 1.90%

1 Week

88.84%

decreased by 2.65%

1 Month

86.01%

decreased by 5.48%

Analysis last updated: Tuesday, July 28, 2026 at 09:24 AM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Harvest Tesla Enhncd HGH INM GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 52 trading days, meaning a shock loses half its impact after approximately 52 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1483
0.95
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9526
133.53***
γ

leverage

Additional response to negative shocks

0.0684
2.45**

Persistence:

0.987

Half-life:

52 days