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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hu Group Holdings Inc AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 1990 to Aug 7, 2026

Model 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

ParameterValuet-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