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V-Lab

Uni-Fuels Holdings Ltd GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Monday, July 27th, 2026

1 Day

85.90%

decreased by 1.12%

1 Week

97.97%

increased by 10.95%

1 Month

135.95%

increased by 48.93%

Analysis last updated: Friday, July 24, 2026 at 10:10 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 Jul 24, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

Leverage: Negative returns increase volatility 233% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

4.4066
7.13***
α

ARCH

Response to squared shocks

0.0869
6.61***
β

GARCH

Volatility persistence

0.8121
28.71***
γ

leverage

Additional response to negative shocks

0.2021
2.81***

Persistence:

1.000

Half-life:

-