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V-Lab

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

Volatility prediction for Tuesday, July 14th, 2026

1 Day

59.54%

increased by 25.61%

1 Week

60.73%

increased by 26.80%

1 Month

64.53%

increased by 30.60%

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 GARCH

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 24 trading days, meaning a shock loses half its impact after approximately 24 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7018
7.34***
α

ARCH

Response to squared shocks

0.4328
14.14***
β

GARCH

Volatility persistence

0.5381
19.07***

Persistence:

0.971

Half-life:

24 days