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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wimi Hologram Cloud Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 1, 2020 to Aug 21, 2026

Model 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

ParameterValuet-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