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V-Lab

Estun Automation Co Ltd AGARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

93.91%

decreased by 26.29%

1 Week

108.58%

decreased by 11.62%

1 Month

123.06%

increased by 2.86%

Analysis last updated: Wednesday, August 5, 2026 at 06:50 PM UTC

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model Insight

The news-impact curve is shifted (γ = -3.30) 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

10.9513
7.04***
α

ARCH

Response to squared shocks

0.4472
9.83***
β

GARCH

Volatility persistence

0.3141
10.37***
γ

leverage

Additional response to negative shocks

-3.3029
-11.72***

Persistence:

0.761

Half-life:

3 days