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V-Lab

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

Date Range:

from

to

6M ·

All

graph of Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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