V-Lab
Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
37.74%
increased by 10.17%
1 Week
40.96%
increased by 13.39%
1 Month
51.25%
increased by 23.68%
Analysis last updated: Saturday, September 19, 2026 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2025 to Sep 18, 2026Model Insight
Volatility shocks decay with a half-life of 68 trading days, meaning a shock loses half its impact after approximately 68 days. Returns follow a Student-t distribution with v = 5.09 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 68-day half-lifev = 5.09 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 56.0275 | 0.86 |
| αARCH | 0.2800 | 4.05*** |
| βGARCH | 0.9899 | 85.65*** |
| νDF | 5.0850 | 1.47 |
0.990
Persistence68d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 56.0275 | 0.86 |
α ARCH Response to squared shocks | 0.2800 | 4.05*** |
β GARCH Volatility persistence | 0.9899 | 85.65*** |
ν DF Student-t tail thickness | 5.0850 | 1.47 |
Persistence:
0.990
Half-life:
68 days
Other Inner Mongolia Shuangxin Environment-Friendly Material Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities