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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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