V-Lab
Virtuix Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
167.01%
decreased by 12.88%
1 Week
158.49%
decreased by 21.40%
1 Month
138.11%
decreased by 41.78%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 21, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.63 |
α ARCH Response to squared shocks | 0.0294 | 1.24 |
β GARCH Volatility persistence | 0.8194 | 43.41*** |
γ leverage Additional response to negative shocks | 0.1022 | 1.33 |
Persistence:
0.900
Half-life:
7 days
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