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V-Lab

Hongxing Coldchain Hunan Co Ltd APARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

52.29%

increased by 16.06%

1 Week

49.49%

increased by 13.26%

1 Month

46.73%

increased by 10.50%

Analysis last updated: Tuesday, July 14, 2026 at 06:35 PM UTC

Date Range:

from

to

6M ·

All

graph of Hongxing Coldchain Hunan Co Ltd APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Jul 10, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 74% more than equivalent positive returns. The volatility power δ = 0.79 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.6265
4.71***
α

ARCH

Response to squared shocks

0.2972
10.20***
β

GARCH

Volatility persistence

0.4922
12.41***
γ

leverage

Additional response to negative shocks

0.3387
4.21***
δ

power

Transformation power

0.7865
4.75***

Persistence:

0.726

Half-life:

2 days