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V-Lab

Hongxing Coldchain Hunan Co Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

52.20%

increased by 16.48%

1 Week

51.52%

increased by 15.80%

1 Month

50.76%

increased by 15.04%

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 GJR-GARCH

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 strong leverage effect: negative returns increase next-day volatility 141% more than equivalent positive returns.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.4694
8.83***
α

ARCH

Response to squared shocks

0.2295
4.49***
β

GARCH

Volatility persistence

0.3639
9.66***
γ

leverage

Additional response to negative shocks

0.3233
2.35**

Persistence:

0.755

Half-life:

2 days