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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 17, 2026Model 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 | 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
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