V-Lab
Xi'An Peri Power Semiconductor Converting Technology Co Ltd GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
49.90%
decreased by 1.78%
1 Week
50.54%
decreased by 1.14%
1 Month
52.58%
increased by 0.90%
Analysis last updated: Tuesday, August 25, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 7, 2020 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4307 | 7.31*** |
α ARCH Response to squared shocks | 0.0842 | 7.96*** |
β GARCH Volatility persistence | 0.8918 | 118.96*** |
γ leverage Additional response to negative shocks | -0.0127 | -0.78 |
Persistence:
0.970
Half-life:
22 days
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