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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Quhuo Ltd GJR-GARCH

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

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

ParameterValuet-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:

-