V-Lab
Hu Group Holdings Inc AGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
28.82%
decreased by 0.78%
1 Week
29.25%
decreased by 0.35%
1 Month
30.64%
increased by 1.04%
Analysis last updated: Saturday, August 8, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Aug 7, 2026Model Insight
The news-impact curve is shifted (γ = 0.39) so that negative returns raise next-day volatility more than positive returns of the same size. The gap is largest for small shocks and narrows for larger ones.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1330 | 19.58*** |
α ARCH Response to squared shocks | 0.0923 | 35.36*** |
β GARCH Volatility persistence | 0.8786 | 289.10*** |
γ leverage Additional response to negative shocks | 0.3945 | 7.14*** |
Persistence:
0.971
Half-life:
23 days
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