Skip to main content
V-Lab

Shanghai Kinlita Chemical Co Ltd GARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

62.10%

increased by 2.59%

1 Week

61.70%

increased by 2.19%

1 Month

60.43%

increased by 0.92%

Analysis last updated: Tuesday, July 14, 2026 at 06:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Kinlita Chemical Co Ltd GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 31, 2011 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5328
14.49***
α

ARCH

Response to squared shocks

0.0811
21.43***
β

GARCH

Volatility persistence

0.8772
167.41***

Persistence:

0.958

Half-life:

16 days