Wuliangye Yibin Co Ltd GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
34.67%
decreased by 0.62%
1 Week
34.79%
decreased by 0.50%
1 Month
35.21%
decreased by 0.08%
Analysis last updated: Saturday, July 18, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 27, 1998 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1046 | 16.74*** |
α ARCH Response to squared shocks | 0.0733 | 33.83*** |
β GARCH Volatility persistence | 0.9083 | 354.39*** |
Persistence:
0.982
Half-life:
37 days
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