Wenzhou Yihua Connector Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
88.23%
decreased by 6.88%
1 Week
87.23%
decreased by 7.88%
1 Month
83.82%
decreased by 11.29%
Analysis last updated: Tuesday, July 14, 2026 at 06:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 7, 2017 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days. Returns follow a Student-t distribution with v = 6.64 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 | 17.9853 | 5.17*** |
α ARCH Response to squared shocks | 0.1046 | 15.82*** |
β GARCH Volatility persistence | 0.9724 | 150.89*** |
ν DF Student-t tail thickness | 6.6428 | 3.82*** |
Persistence:
0.972
Half-life:
25 days
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