Lianhe Sowell International Group 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 Monday, July 13th, 2026
1 Day
238.66%
1 Week
721.60%
1 Month
58,758.71%
Analysis last updated: Friday, July 10, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 3, 2025 to Jul 10, 2026Model Insight
Estimated persistence of 1.879 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
Asymmetry: positive returns raise volatility more
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 1.67* |
α ARCH Response to squared shocks | 1.8091 | 9.13*** |
β GARCH Volatility persistence | 0.0695 | 4.80*** |
γ leverage Additional response to negative shocks | -10.0000 | -14.30*** |
Persistence:
1.879
Half-life:
-
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