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V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

36.10%

decreased by 3.59%

1 Week

39.35%

decreased by 0.34%

1 Month

44.10%

increased by 4.41%

Analysis last updated: Saturday, August 22, 2026 at 07:21 PM UTC

Date Range:

from

to

6M ·

All

graph of Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2025 to Aug 21, 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

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3897
8.81***
α

ARCH

Response to squared shocks

0.2431
5.69***
β

GARCH

Volatility persistence

0.6007
17.95***
γ

leverage

Additional response to negative shocks

-0.0045
-0.05

Persistence:

0.841

Half-life:

4 days