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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ningbo Daye Garden Machinery Co Ltd GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 1, 2020 to Jul 10, 2026

Model 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

ParameterValuet-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