V-Lab
Hu Group Holdings Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
32.96%
increased by 1.32%
1 Week
33.41%
increased by 1.77%
1 Month
34.92%
increased by 3.28%
Analysis last updated: Saturday, August 8, 2026 at 10:32 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
This asset exhibits a modest leverage effect: negative returns increase next-day volatility 34% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0590 | 21.30*** |
α ARCH Response to squared shocks | 0.1671 | 29.05*** |
β GARCH Volatility persistence | 0.9690 | 586.93*** |
γ leverage Additional response to negative shocks | -0.0240 | -4.34*** |
Persistence:
0.969
Half-life:
22 days
Other Hu Group Holdings Inc Analyses
Other EGARCH Analyses on International Equities