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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Aug 21, 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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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