Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd APARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 14th, 2026
1 Day
57.75%
1 Week
60.14%
1 Month
68.64%
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
With persistence 1.000, volatility shocks have a half-life of 14208685 trading days (~56383.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 2.30 sits above 2, so large shocks influence volatility more than quadratically, dominating the response more than in standard GARCH.
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9575 | 2.59*** |
α ARCH Response to squared shocks | 0.4341 | 12.70*** |
β GARCH Volatility persistence | 0.5093 | 10.93*** |
γ leverage Additional response to negative shocks | -0.0491 | -1.03 |
δ power Transformation power | 2.2990 | 5.06*** |
Persistence:
1.000
Half-life:
14208685 days
Other Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd Analyses
Other APARCH Analyses on International Equities