Genfleet Therapeutics Shang EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
87.71%
decreased by 13.07%
1 Week
87.48%
decreased by 13.30%
1 Month
86.86%
decreased by 13.92%
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
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2168 | 3.54*** |
α ARCH Response to squared shocks | 0.3453 | 8.44*** |
β GARCH Volatility persistence | 0.9358 | 52.46*** |
γ leverage Additional response to negative shocks | -0.0281 | -1.00 |
Persistence:
0.936
Half-life:
10 days
Other Genfleet Therapeutics Shang Analyses
Other EGARCH Analyses on International Equities