Hongxing Coldchain Hunan Co Ltd MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
31.76%
1 Week
20,531,260,243,833.06%
1 Month
43,750,986,274,597,280,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00%
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 shows a rare inverse leverage effect: positive returns raise next-day volatility 202% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 26 | |
α ARCH Response to squared shocks | 0.7481 | 53.30*** |
β GARCH Volatility persistence | 0.0000 | |
γ leverage Additional response to negative shocks | -0.5000 | -41.42*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.2832 | 72.20*** |
λ₃ tau persistence Long-term factor persistence | 0.0000 | 0.02 |
Persistence:
0.498
Half-life:
1 days
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