Hongxing Coldchain Hunan Co Ltd Asy. Power MEM Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
14.70%
increased by 3.37%
1 Week
14.04%
increased by 2.71%
1 Month
13.32%
increased by 1.99%
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
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 37% more than equivalent positive returns. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
μ
APMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2189 | 8.05*** |
α ARCH Response to squared shocks | 0.4825 | 17.38*** |
β GARCH Volatility persistence | 0.3659 | 10.89*** |
γ leverage Additional response to negative shocks | 0.3035 | 8.60*** |
δ power Transformation power | 0.5000 | 4.26*** |
Persistence:
0.758
Half-life:
3 days
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