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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Hu Group Holdings Inc EGARCH

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

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

ParameterValuet-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