V-Lab
Quhuo Ltd GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 21st, 2026):
1 Day
197.84%
1 Week
204.11%
1 Month
227.47%
Analysis last updated: Monday, July 20, 2026 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 10, 2020 to Jul 17, 2026Model Insight
Estimated persistence of 1.000 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.
σ
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 7.24*** |
α ARCH Response to squared shocks | 0.2719 | 5.58*** |
β GARCH Volatility persistence | 0.7732 | 38.49*** |
γ leverage Additional response to negative shocks | -0.0902 | -1.58 |
Persistence:
1.000
Half-life:
-
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