V-Lab
VenHub Global Inc 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, August 24th, 2026
1 Day
127.30%
increased by 0.93%
1 Week
136.84%
increased by 10.47%
1 Month
169.72%
increased by 43.35%
Analysis last updated: Friday, August 21, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 21, 2026Boundary Parameters
Model Insight
With persistence 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.95*** |
α ARCH Response to squared shocks | 0.4089 | 5.67*** |
β GARCH Volatility persistence | 0.6333 | 20.18*** |
γ leverage Additional response to negative shocks | -0.0845 | -0.70 |
Persistence:
1.000
Half-life:
1386294 days
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