Hongxing Coldchain Hunan Co Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
46.51%
increased by 15.80%
1 Week
44.91%
increased by 14.20%
1 Month
43.45%
increased by 12.74%
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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 2 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.5479 | 2.99*** |
α ARCH Response to squared shocks | 0.4704 | 2.32** |
β GARCH Volatility persistence | 0.2273 | 1.58 |
Spline Coefficients
K=1
| γ1 | 4.4498 | 0.47 |
Persistence:
0.698
Half-life:
2 days
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