Genfleet Therapeutics Shang GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
93.08%
decreased by 11.39%
1 Week
93.69%
decreased by 10.78%
1 Month
95.47%
decreased by 9.00%
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 14 trading days, meaning a shock loses half its impact after approximately 14 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9170 | 5.36*** |
α ARCH Response to squared shocks | 0.2020 | 7.91*** |
β GARCH Volatility persistence | 0.7492 | 25.74*** |
Persistence:
0.951
Half-life:
14 days
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