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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiawei Renewable Energy Co Ltd SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 11, 2012 to Jul 10, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=1
γ1-0.0105
-1.40

Persistence:

0.960

Half-life:

17 days