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V-Lab

Kuaishou Technology GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

124.92%

decreased by 2.81%

1 Week

121.58%

decreased by 6.15%

1 Month

111.26%

decreased by 16.47%

Analysis last updated: Tuesday, July 14, 2026 at 08:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Kuaishou Technology GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 16, 2021 to Jul 10, 2026

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.3558
2.06**
α

ARCH

Response to squared shocks

0.0308
2.36**
β

GARCH

Volatility persistence

0.9350
32.32***
γ

leverage

Additional response to negative shocks

-0.0308
-2.03**

Persistence:

0.950

Half-life:

14 days