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V-Lab

Shandong Liancheng Precision Manufacturing Co., Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, August 14th, 2026

1 Day

65.64%

increased by 17.10%

1 Week

64.56%

increased by 16.02%

1 Month

61.30%

increased by 12.76%

Analysis last updated: Friday, August 14, 2026 at 06:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Shandong Liancheng Precision Manufacturing Co., Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 27, 2017 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days. Returns follow a Student-t distribution with v = 5.14 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

11.1983
6.06***
α

ARCH

Response to squared shocks

0.1420
16.05***
β

GARCH

Volatility persistence

0.9502
118.10***
ν

DF

Student-t tail thickness

5.1446
5.67***

Persistence:

0.950

Half-life:

14 days