V-Lab
Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 8th, 2026
1 Day
26.85%
decreased by 5.60%
1 Week
31.78%
decreased by 0.67%
1 Month
45.70%
increased by 13.25%
Analysis last updated: Tuesday, September 8, 2026 at 07:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Sep 4, 2026Model Insight
Volatility shocks decay with a half-life of 65 trading days, meaning a shock loses half its impact after approximately 65 days. Returns follow a Student-t distribution with v = 4.83 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 65-day half-lifev = 4.83 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 57.3265 | 0.87 |
| αARCH | 0.2790 | 4.33*** |
| βGARCH | 0.9894 | 83.33*** |
| νDF | 4.8261 | 1.66* |
0.989
Persistence65d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 57.3265 | 0.87 |
α ARCH Response to squared shocks | 0.2790 | 4.33*** |
β GARCH Volatility persistence | 0.9894 | 83.33*** |
ν DF Student-t tail thickness | 4.8261 | 1.66* |
Persistence:
0.989
Half-life:
65 days
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