Hongxing Coldchain Hunan Co Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
51.93%
increased by 16.10%
1 Week
49.41%
increased by 13.58%
1 Month
46.72%
increased by 10.89%
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 notable leverage effect: negative returns increase next-day volatility 66% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5117 | 6.98*** |
α ARCH Response to squared shocks | 0.5694 | 11.14*** |
β GARCH Volatility persistence | 0.7568 | 25.68*** |
γ leverage Additional response to negative shocks | -0.1421 | -2.68*** |
Persistence:
0.757
Half-life:
2 days
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