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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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