United Maritime Corp GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
54.05%
decreased by 1.18%
1 Week
54.64%
decreased by 0.59%
1 Month
55.93%
increased by 0.70%
Analysis last updated: Tuesday, July 14, 2026 at 06:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 3, 2026Model Insight
This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.2639 | 2.93*** |
α ARCH Response to squared shocks | 0.0994 | 2.91*** |
β GARCH Volatility persistence | 0.8534 | 22.25*** |
γ leverage Additional response to negative shocks | -0.0994 | -1.96** |
Persistence:
0.903
Half-life:
7 days
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