Skip to main content
V-Lab

AIFU Inc GJR-GARCH Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

72.74%

decreased by 2.41%

1 Week

72.93%

decreased by 2.22%

1 Month

73.66%

decreased by 1.49%

Analysis last updated: Monday, July 27, 2026 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AIFU Inc GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 2007 to Jul 24, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 84 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 50% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2290
9.92***
α

ARCH

Response to squared shocks

0.0595
14.00***
β

GARCH

Volatility persistence

0.9174
198.70***
γ

leverage

Additional response to negative shocks

0.0298
3.38***

Persistence:

0.992

Half-life:

84 days