V-Lab
Virtuix Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
125.87%
decreased by 9.89%
1 Week
122.57%
decreased by 13.19%
1 Month
115.37%
decreased by 20.39%
Analysis last updated: Friday, July 24, 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 Jul 24, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 1.98** |
α ARCH Response to squared shocks | 0.0464 | 2.09** |
β GARCH Volatility persistence | 0.7837 | 44.60*** |
γ leverage Additional response to negative shocks | 0.1232 | 1.88* |
Persistence:
0.892
Half-life:
6 days
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