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V-Lab

Kunlun Tech Co Ltd AGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

65.29%

decreased by 5.26%

1 Week

64.15%

decreased by 6.40%

1 Month

61.77%

decreased by 8.78%

Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kunlun Tech Co Ltd AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 21, 2015 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.

σ

AGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.5761
21.06***
α

ARCH

Response to squared shocks

0.1112
22.70***
β

GARCH

Volatility persistence

0.7760
175.84***
γ

leverage

Additional response to negative shocks

-0.2106
-1.24

Persistence:

0.887

Half-life:

6 days