V-Lab
United Maritime Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
73.64%
decreased by 2.76%
1 Week
71.56%
decreased by 4.84%
1 Month
66.83%
decreased by 9.57%
Analysis last updated: Wednesday, August 5, 2026 at 06:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 31, 2026Model 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 | 1.5192 | 2.52** |
α ARCH Response to squared shocks | 0.0705 | 1.29 |
β GARCH Volatility persistence | 0.8633 | 20.45*** |
γ leverage Additional response to negative shocks | -0.0705 | -0.75 |
Persistence:
0.899
Half-life:
6 days
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