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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

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Aug 14, 2026
Boundary 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

ParameterValuet-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