Skip to main content
V-Lab

Visa Chrome Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

43.92%

increased by 1.17%

1 Week

46.80%

increased by 4.05%

1 Month

50.39%

increased by 7.64%

Analysis last updated: Sunday, July 26, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Visa Chrome Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 27, 2006 to Jul 24, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 91% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.1646
26.11***
α

ARCH

Response to squared shocks

0.3119
16.83***
β

GARCH

Volatility persistence

0.5623
54.29***
γ

leverage

Additional response to negative shocks

-0.1483
-5.19***

Persistence:

0.800

Half-life:

3 days