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Luyuan Group Holding Cayman GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, September 8th, 2026

1 Day

36.69%

decreased by 2.38%

1 Week

38.79%

decreased by 0.28%

1 Month

43.61%

increased by 4.54%

Analysis last updated: Tuesday, September 8, 2026 at 08:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Luyuan Group Holding Cayman GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 11, 2023 to Sep 4, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days.

σ

GJR-GARCH Model

Tap to view equation

Shock decay: Shocks decay with a 9-day half-life
ParamValuet-stat
ωconst0.7467
2.07**
αARCH0.1501
1.95*
βGARCH0.7571
10.71***
γleverage0.0334
0.24

0.924

Persistence

9d

Half-life
σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.7467
2.07**
α

ARCH

Response to squared shocks

0.1501
1.95*
β

GARCH

Volatility persistence

0.7571
10.71***
γ

leverage

Additional response to negative shocks

0.0334
0.24

Persistence:

0.924

Half-life:

9 days