Quhuo Limited GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
306.38%
decreased by 38.66%
1 Week
310.47%
decreased by 34.57%
1 Month
326.30%
decreased by 18.74%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 7.08 | |
| 0.2895 | 5.28 | |
| 0.7657 | 34.75 | |
| -0.1104 | -1.77 |
Estimation Period:
Jul 10, 2020 to Jun 5, 2026
Jul 10, 2020 to Jun 5, 2026
Other Quhuo Limited Analyses
Other GJR-GARCH Analyses on Depositary Receipts