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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 24, 2020 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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