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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xi'An Peri Power Semiconductor Converting Technology Co Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 7, 2020 to Aug 21, 2026

Model 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

ParameterValuet-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