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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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