Jiawei Renewable Energy Co Ltd Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
53.76%
increased by 5.55%
1 Week
53.45%
increased by 5.24%
1 Month
52.50%
increased by 4.29%
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 model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 17 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8710 | 7.56*** |
α ARCH Response to squared shocks | 0.0899 | 4.93*** |
β GARCH Volatility persistence | 0.8705 | 29.39*** |
Spline Coefficients
K=1
| γ1 | -0.0105 | -1.40 |
Persistence:
0.960
Half-life:
17 days
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