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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

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 21, 2026
Boundary 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

ParameterValuet-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