Jiawei Renewable Energy Co Ltd EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
59.06%
increased by 3.95%
1 Week
59.46%
increased by 4.35%
1 Month
60.68%
increased by 5.57%
Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 11, 2012 to Jul 10, 2026Model Insight
This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 40% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1296 | 13.38*** |
α ARCH Response to squared shocks | 0.2075 | 24.22*** |
β GARCH Volatility persistence | 0.9534 | 265.86*** |
γ leverage Additional response to negative shocks | 0.0345 | 4.89*** |
Persistence:
0.953
Half-life:
15 days
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