Leju Holdings Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 22nd, 2026
1 Day
1,860.16%
decreased by 82.55%
1 Week
1,872.92%
decreased by 69.79%
1 Month
1,925.42%
decreased by 17.29%
Analysis last updated: Wednesday, April 22, 2026 at 01:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3129 | 1.77 | |
| 0.0900 | 19.26 | |
| 0.9168 | 147.23 | |
| 1.4235 | 3.03 |
Estimation Period:
Apr 18, 2014 to Dec 26, 2025
Apr 18, 2014 to Dec 26, 2025
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