Ningbo Daye Garden Machinery Co Ltd GARCH Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
55.08%
increased by 5.63%
1 Week
55.50%
increased by 6.05%
1 Month
56.59%
increased by 7.14%
Analysis last updated: Tuesday, July 14, 2026 at 06:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 1, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.9314 | 10.00*** |
α ARCH Response to squared shocks | 0.1295 | 15.51*** |
β GARCH Volatility persistence | 0.8015 | 60.63*** |
Persistence:
0.931
Half-life:
10 days
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