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V-Lab

Hongxing Coldchain Hunan Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, September 8th, 2026

1 Day

65.18%

increased by 25.58%

1 Week

67.78%

increased by 28.18%

1 Month

73.78%

increased by 34.18%

Analysis last updated: Tuesday, September 8, 2026 at 08:15 PM UTC

Date Range:

from

to

6M ·

All

graph of Hongxing Coldchain Hunan Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 13, 2026 to Sep 4, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 4.81 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 8-day half-lifev = 4.81 · fat tails
ParamValuet-stat
ωconst26.2691
0.72
αARCH0.4241
2.88***
βGARCH0.9211
8.52***
νDF4.8066
1.34

0.921

Persistence

8d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

26.2691
0.72
α

ARCH

Response to squared shocks

0.4241
2.88***
β

GARCH

Volatility persistence

0.9211
8.52***
ν

DF

Student-t tail thickness

4.8066
1.34

Persistence:

0.921

Half-life:

8 days