Skip to main content
V-Lab

Strong H Machinery Technology Cayman Inc GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

23.75%

decreased by 0.80%

1 Week

23.82%

decreased by 0.73%

1 Month

24.06%

decreased by 0.49%

Analysis last updated: Wednesday, August 5, 2026 at 08:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Strong H Machinery Technology Cayman Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 9, 2016 to Jul 31, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 82 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0250
7.81***
α

ARCH

Response to squared shocks

0.0573
9.66***
β

GARCH

Volatility persistence

0.9260
189.29***
γ

leverage

Additional response to negative shocks

0.0166
1.29

Persistence:

0.992

Half-life:

82 days