Hangzhou Radical Energy Saving Technology Co Ltd AGARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
57.52%
decreased by 6.03%
1 Week
58.49%
decreased by 5.06%
1 Month
61.45%
decreased by 2.10%
Analysis last updated: Tuesday, July 14, 2026 at 06:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 2017 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7202 | 20.63*** |
α ARCH Response to squared shocks | 0.2211 | 28.46*** |
β GARCH Volatility persistence | 0.7417 | 119.02*** |
γ leverage Additional response to negative shocks | 0.0287 | 0.32 |
Persistence:
0.963
Half-life:
18 days
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