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V-Lab

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

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Jul 10, 2026

Model 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

ParameterValuet-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