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
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 strong leverage effect: negative returns increase next-day volatility 141% more than equivalent positive returns.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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