V-Lab
Virtuix Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
80.40%
decreased by 1.97%
1 Week
88.63%
increased by 6.26%
1 Month
106.21%
increased by 23.84%
Analysis last updated: Friday, August 14, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 14, 2026Boundary Parameters
Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 173% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 2.72*** |
α ARCH Response to squared shocks | 0.1227 | 4.58*** |
β GARCH Volatility persistence | 0.6927 | 24.74*** |
γ leverage Additional response to negative shocks | 0.2122 | 3.13*** |
Persistence:
0.922
Half-life:
8 days
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