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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

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 Jul 24, 2026
Boundary 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

ParameterValuet-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