V-Lab
Jiangyin Zhongnan Heavy Industries Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
42.23%
increased by 3.28%
1 Week
42.79%
increased by 3.84%
1 Month
44.22%
increased by 5.27%
Analysis last updated: Saturday, August 15, 2026 at 07:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 13, 2010 to Aug 14, 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 | 0.5819 | 14.67*** |
α ARCH Response to squared shocks | 0.1327 | 13.38*** |
β GARCH Volatility persistence | 0.7979 | 81.20*** |
γ leverage Additional response to negative shocks | 0.0029 | 0.15 |
Persistence:
0.932
Half-life:
10 days
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