V-Lab
Zhongchao Inc EGARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
157.83%
decreased by 10.55%
1 Week
159.99%
decreased by 8.39%
1 Month
166.79%
decreased by 1.59%
Analysis last updated: Friday, August 14, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 24, 2020 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2147 | 7.60*** |
α ARCH Response to squared shocks | 0.2794 | 15.44*** |
β GARCH Volatility persistence | 0.9563 | 136.29*** |
γ leverage Additional response to negative shocks | -0.0259 | -1.69* |
Persistence:
0.956
Half-life:
16 days
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