Victory Electric Vehicles International Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
64.30%
increased by 9.32%
1 Week
63.22%
increased by 8.24%
1 Month
62.34%
increased by 7.36%
Analysis last updated: Tuesday, July 14, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 15, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 3.69*** |
α ARCH Response to squared shocks | 0.2171 | 1.74* |
β GARCH Volatility persistence | 0.5379 | 5.45*** |
γ leverage Additional response to negative shocks | -0.1655 | -1.20 |
Persistence:
0.672
Half-life:
2 days
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