Kunlun Tech Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
66.91%
decreased by 0.74%
1 Week
66.72%
decreased by 0.93%
1 Month
66.04%
decreased by 1.61%
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 67 trading days, meaning a shock loses half its impact after approximately 67 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1353 | 9.41*** |
α ARCH Response to squared shocks | 0.0291 | 11.50*** |
β GARCH Volatility persistence | 0.9605 | 287.41*** |
Persistence:
0.990
Half-life:
67 days
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