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V-Lab

Zhongchao Inc GJR-GARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

334.77%

decreased by 11.82%

1 Week

335.12%

decreased by 11.47%

1 Month

336.50%

decreased by 10.09%

Analysis last updated: Friday, August 14, 2026 at 09:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Zhongchao Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 24, 2020 to Aug 14, 2026

Model Insight

With persistence 1.000, volatility shocks have a half-life of 2615 trading days (~10.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5794
4.47***
α

ARCH

Response to squared shocks

0.0600
7.30***
β

GARCH

Volatility persistence

0.9303
104.43***
γ

leverage

Additional response to negative shocks

0.0188
1.16

Persistence:

1.000

Half-life:

2615 days