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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 31, 2023 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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