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V-Lab

Hongxing Coldchain Hunan Co Ltd AGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

30.33%

increased by 1.33%

1 Week

41.35%

increased by 12.35%

1 Month

53.60%

increased by 24.60%

Analysis last updated: Saturday, August 15, 2026 at 08:22 PM UTC

Date Range:

from

to

6M ·

All

graph of Hongxing Coldchain Hunan Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Aug 14, 2026

Model Insight

The news-impact curve is shifted (γ = 0.23) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4884
13.93***
α

ARCH

Response to squared shocks

0.6196
14.26***
β

GARCH

Volatility persistence

0.2024
16.82***
γ

leverage

Additional response to negative shocks

0.2343
2.03**

Persistence:

0.822

Half-life:

4 days