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V-Lab

Hangzhou Radical Energy Saving Technology Co Ltd EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

70.31%

increased by 4.06%

1 Week

69.44%

increased by 3.19%

1 Month

66.85%

increased by 0.60%

Analysis last updated: Tuesday, July 14, 2026 at 06:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Hangzhou Radical Energy Saving Technology Co Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 16, 2017 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1055
8.82***
α

ARCH

Response to squared shocks

0.2226
19.29***
β

GARCH

Volatility persistence

0.9602
198.38***
γ

leverage

Additional response to negative shocks

0.0121
1.44

Persistence:

0.960

Half-life:

17 days