V-Lab
Zhongchao Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, August 12th, 2026
1 Day
198.04%
decreased by 28.34%
1 Week
209.41%
decreased by 16.97%
1 Month
260.91%
increased by 34.53%
Analysis last updated: Tuesday, August 11, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 24, 2020 to Aug 7, 2026Model Insight
Estimated persistence of 1.039 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
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.8024 | 9.12*** |
α ARCH Response to squared shocks | 0.2874 | 19.00*** |
β GARCH Volatility persistence | 0.7514 | 65.61*** |
γ leverage Additional response to negative shocks | -0.0717 | -0.16 |
Persistence:
1.039
Half-life:
-
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