V-Lab
Jiangyin Zhongnan Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
38.93%
increased by 5.88%
1 Week
39.96%
increased by 6.91%
1 Month
42.54%
increased by 9.49%
Analysis last updated: Friday, August 14, 2026 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 13, 2010 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5804 | 14.66*** |
α ARCH Response to squared shocks | 0.1325 | 13.36*** |
β GARCH Volatility persistence | 0.7981 | 81.31*** |
γ leverage Additional response to negative shocks | 0.0032 | 0.17 |
Persistence:
0.932
Half-life:
10 days
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