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V-Lab

Vivakor 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 Tuesday, July 21st, 2026

1 Day

626.59%

decreased by 38.30%

1 Week

628.60%

decreased by 36.29%

1 Month

636.57%

decreased by 28.32%

Analysis last updated: Monday, July 20, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vivakor Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 15, 2022 to Jul 17, 2026

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

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.0000
4.00***
α

ARCH

Response to squared shocks

0.1595
4.05***
β

GARCH

Volatility persistence

0.7319
15.77***
γ

leverage

Additional response to negative shocks

0.2173
0.84

Persistence:

1.000

Half-life:

1386294 days