Zhejiang Kingland Pipeline & Technologies Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
61.95%
increased by 10.14%
1 Week
61.56%
increased by 9.75%
1 Month
60.12%
increased by 8.31%
Analysis last updated: Tuesday, July 21, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 6, 2010 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 47 trading days, meaning a shock loses half its impact after approximately 47 days. Returns follow a Student-t distribution with v = 4.37 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 8.6565 | 4.12*** |
α ARCH Response to squared shocks | 0.0951 | 34.90*** |
β GARCH Volatility persistence | 0.9852 | 268.60*** |
ν DF Student-t tail thickness | 4.3678 | 12.01*** |
Persistence:
0.985
Half-life:
47 days
Other Zhejiang Kingland Pipeline & Technologies Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities