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V-Lab

Shengfeng Development Ltd EGARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

106.20%

decreased by 22.35%

1 Week

113.26%

decreased by 15.29%

1 Month

120.06%

decreased by 8.49%

Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Shengfeng Development Ltd EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 31, 2023 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.1822
9.17***
α

ARCH

Response to squared shocks

0.4759
12.49***
β

GARCH

Volatility persistence

0.7111
23.89***
γ

leverage

Additional response to negative shocks

0.0449
1.78*

Persistence:

0.711

Half-life:

2 days