Shanghai Kinlita Chemical Co Ltd APARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
64.56%
increased by 4.89%
1 Week
63.98%
increased by 4.31%
1 Month
62.29%
increased by 2.62%
Analysis last updated: Tuesday, July 14, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 10, 2026Model Insight
This asset exhibits a notable leverage effect: negative returns increase next-day volatility 60% more than equivalent positive returns. The volatility power δ = 1.77 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.5320 | 7.39*** |
α ARCH Response to squared shocks | 0.1010 | 22.04*** |
β GARCH Volatility persistence | 0.8527 | 134.56*** |
γ leverage Additional response to negative shocks | 0.1324 | 5.90*** |
δ power Transformation power | 1.7733 | 21.92*** |
Persistence:
0.947
Half-life:
13 days
Other Shanghai Kinlita Chemical Co Ltd Analyses
Other APARCH Analyses on International Equities