XtalPi Holdings Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
74.60%
unchanged at 0.00%
1 Week
74.60%
unchanged at 0.00%
1 Month
74.60%
unchanged at 0.00%
Analysis last updated: Thursday, July 16, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8291 | 0.01 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9172 | 0.06 |
γ leverage Additional response to negative shocks | 0.0000 | 0.00 |
Persistence:
0.917
Half-life:
8 days
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