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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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