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V-Lab

Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

54.94%

increased by 20.98%

1 Week

51.44%

increased by 17.48%

1 Month

45.95%

increased by 11.99%

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 EGARCH

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

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2844
6.97***
α

ARCH

Response to squared shocks

0.6200
15.57***
β

GARCH

Volatility persistence

0.8538
38.73***
γ

leverage

Additional response to negative shocks

0.0256
0.41

Persistence:

0.854

Half-life:

4 days