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V-Lab

Shanghai Milkground Food Tech Co Ltd GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

52.71%

decreased by 0.77%

1 Week

52.79%

decreased by 0.69%

1 Month

53.13%

decreased by 0.35%

Analysis last updated: Saturday, July 25, 2026 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Shanghai Milkground Food Tech Co Ltd GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 13, 1995 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 168 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Inverse leverage: Positive returns increase volatility 37% more than negative returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0636
15.44***
α

ARCH

Response to squared shocks

0.0835
27.08***
β

GARCH

Volatility persistence

0.9237
494.21***
γ

leverage

Additional response to negative shocks

-0.0226
-5.15***

Persistence:

0.996

Half-life:

168 days