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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 16, 2021 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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