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 Monday, July 27th, 2026
1 Day
551.58%
decreased by 22.55%
1 Week
553.86%
decreased by 20.27%
1 Month
562.89%
decreased by 11.24%
Analysis last updated: Friday, July 24, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 24, 2026Boundary Parameters
Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 6.78*** |
α ARCH Response to squared shocks | 0.2154 | 6.97*** |
β GARCH Volatility persistence | 0.7540 | 31.92*** |
γ leverage Additional response to negative shocks | 0.0612 | 1.31 |
Persistence:
1.000
Half-life:
-
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