V-Lab
Jiangsu Ankura Intelligent Power Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
61.17%
increased by 1.54%
1 Week
59.40%
decreased by 0.23%
1 Month
55.09%
decreased by 4.54%
Analysis last updated: Saturday, July 25, 2026 at 11:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 28, 2017 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8714 | 11.89*** |
α ARCH Response to squared shocks | 0.1040 | 8.60*** |
β GARCH Volatility persistence | 0.8220 | 84.10*** |
γ leverage Additional response to negative shocks | -0.0319 | -1.55 |
Persistence:
0.910
Half-life:
7 days
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