Genfleet Therapeutics Shang AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
85.57%
decreased by 22.69%
1 Week
86.80%
decreased by 21.46%
1 Month
87.93%
decreased by 20.33%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 19, 2025 to Jul 10, 2026Model Insight
The news-impact curve is shifted (γ = -1.45) so that positive returns raise next-day volatility more than negative returns of the same size. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and rare among risky assets.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 8.3625 | 16.40*** |
α ARCH Response to squared shocks | 0.2782 | 10.76*** |
β GARCH Volatility persistence | 0.4332 | 17.10*** |
γ leverage Additional response to negative shocks | -1.4499 | -4.39*** |
Persistence:
0.711
Half-life:
2 days
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