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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 31, 2011 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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