Tianjin Pengling Rubber Hose Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
46.35%
increased by 5.88%
1 Week
47.13%
increased by 6.66%
1 Month
49.26%
increased by 8.79%
Analysis last updated: Tuesday, July 14, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2014 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.6339 | 15.57*** |
α ARCH Response to squared shocks | 0.1617 | 23.69*** |
β GARCH Volatility persistence | 0.7819 | 95.07*** |
Persistence:
0.944
Half-life:
12 days
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