Hongxing Coldchain Hunan Co Ltd Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, July 14th, 2026
1 Day
18.60%
1 Week
20.58%
1 Month
27.07%
Analysis last updated: Tuesday, July 14, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 10, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Leverage: Negative returns increase volatility 173% more than positive returns
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1534 | 7.15*** |
α ARCH Response to squared shocks | 0.3095 | 8.49*** |
β GARCH Volatility persistence | 0.4223 | 16.02*** |
γ leverage Additional response to negative shocks | 0.5365 | 3.89*** |
Persistence:
1.000
Half-life:
-
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