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V-Lab

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

Volatility prediction for Wednesday, August 26th, 2026

1 Day

54.32%

decreased by 6.62%

1 Week

54.39%

decreased by 6.55%

1 Month

54.63%

decreased by 6.31%

Analysis last updated: Wednesday, August 26, 2026 at 07:53 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 21, 2026

Model Insight

Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 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

12.1842
4.99***
α

ARCH

Response to squared shocks

0.1278
17.44***
β

GARCH

Volatility persistence

0.9653
142.19***
ν

DF

Student-t tail thickness

5.1392
5.84***

Persistence:

0.965

Half-life:

20 days