Leju Holdings Ltd EGARCH 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
1,511.65%
decreased by 67.74%
1 Week
1,551.48%
decreased by 27.91%
1 Month
1,729.12%
increased by 149.73%
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 | |
|---|---|---|
| 0.0257 | 3.89 | |
| 0.1563 | 11.81 | |
| 1.0000 | 836.12 | |
| -0.0179 | -1.91 |
Estimation Period:
Apr 18, 2014 to Dec 26, 2025
Apr 18, 2014 to Dec 26, 2025
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