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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Wenzhou Yihua Connector Co., Ltd. GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 7, 2017 to Jul 10, 2026

Model 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

ParameterValuet-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