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
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 17 trading days, meaning a shock loses half its impact after approximately 17 days.
σ
EGARCH Model
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| Parameter | Value | t-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
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