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V-Lab

Kwang Dong Pharmaceutical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

41.92%

decreased by 4.42%

1 Week

42.38%

decreased by 3.96%

1 Month

44.10%

decreased by 2.24%

Analysis last updated: Sunday, July 26, 2026 at 03:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Kwang Dong Pharmaceutical Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 3, 1990 to Jul 24, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 100 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.15 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

18.1528
3.94***
α

ARCH

Response to squared shocks

0.1108
73.09***
β

GARCH

Volatility persistence

0.9931
574.36***
ν

DF

Student-t tail thickness

4.1490
29.63***

Persistence:

0.993

Half-life:

100 days