Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
47.28%
increased by 8.17%
1 Week
45.60%
increased by 6.49%
1 Month
45.14%
increased by 6.03%
Analysis last updated: Tuesday, July 14, 2026 at 06:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = 1.85) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.4206 | 15.33*** |
α ARCH Response to squared shocks | 0.2280 | 7.27*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 1.8515 | 6.46*** |
Persistence:
0.228
Half-life:
0 days
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