V-Lab
Wimi Hologram Cloud Inc GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, August 27th, 2026
1 Day
74.07%
decreased by 2.29%
1 Week
85.25%
increased by 8.89%
1 Month
110.51%
increased by 34.15%
Analysis last updated: Wednesday, August 26, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 2020 to Aug 21, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 184% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 10.40*** |
α ARCH Response to squared shocks | 0.3964 | 6.52*** |
β GARCH Volatility persistence | 0.6742 | 28.96*** |
γ leverage Additional response to negative shocks | -0.2567 | -4.02*** |
Persistence:
0.942
Half-life:
12 days
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