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V-Lab

Quhuo Ltd EGARCH Volatility Analysis

Inactive

Last recorded values (Tuesday, July 21st, 2026):

1 Day

241.71%

1 Week

249.25%

1 Month

280.18%

Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Quhuo Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 10, 2020 to Jul 17, 2026

Model Insight

This asset shows a rare inverse leverage effect: positive returns raise next-day volatility 43% more than negative returns. Volatility rises more after gains than after losses, the reverse of the usual leverage effect and uncommon among risky assets.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1040
8.10***
α

ARCH

Response to squared shocks

0.2218
10.99***
β

GARCH

Volatility persistence

0.9865
427.44***
γ

leverage

Additional response to negative shocks

0.0392
3.76***

Persistence:

0.987

Half-life:

51 days