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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 21, 2015 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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