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V-Lab

Uni-Fuels Holdings Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

116.90%

increased by 1.88%

1 Week

125.99%

increased by 10.97%

1 Month

155.28%

increased by 40.26%

Analysis last updated: Friday, August 21, 2026 at 10:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Uni-Fuels Holdings Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2025 to Aug 21, 2026
Boundary Parameters

Model Insight

This asset exhibits a strong leverage effect: negative returns increase next-day volatility 245% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
7.70***
α

ARCH

Response to squared shocks

0.0838
6.08***
β

GARCH

Volatility persistence

0.8028
28.15***
γ

leverage

Additional response to negative shocks

0.2056
3.05***

Persistence:

0.989

Half-life:

65 days