Xi'An Peri Power Semiconductor Converting Technology Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
75.14%
increased by 8.20%
1 Week
74.39%
increased by 7.45%
1 Month
71.88%
increased by 4.94%
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
May 7, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4259 | 6.98*** |
α ARCH Response to squared shocks | 0.0803 | 13.09*** |
β GARCH Volatility persistence | 0.8906 | 111.27*** |
Persistence:
0.971
Half-life:
23 days
Other Xi'An Peri Power Semiconductor Converting Technology Co Ltd Analyses
Other GARCH Analyses on International Equities