Hongxing Coldchain Hunan Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
39.07%
increased by 1.07%
1 Week
49.62%
increased by 11.62%
1 Month
59.05%
increased by 21.05%
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
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8547 | 15.02*** |
α ARCH Response to squared shocks | 0.6436 | 11.68*** |
β GARCH Volatility persistence | 0.1101 | 10.64*** |
γ leverage Additional response to negative shocks | 0.1300 | 1.00 |
Persistence:
0.754
Half-life:
2 days
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