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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2025 to Aug 21, 2026Boundary 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
| Parameter | Value | t-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
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