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V-Lab

Zhejiang Kingland Pipeline & Technologies Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

56.07%

decreased by 4.18%

1 Week

55.83%

decreased by 4.42%

1 Month

54.94%

decreased by 5.31%

Analysis last updated: Saturday, July 25, 2026 at 11:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Zhejiang Kingland Pipeline & Technologies Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 6, 2010 to Jul 24, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

8.7350
4.12***
α

ARCH

Response to squared shocks

0.0949
35.31***
β

GARCH

Volatility persistence

0.9855
273.82***
ν

DF

Student-t tail thickness

4.3715
12.12***

Persistence:

0.985

Half-life:

47 days