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V-Lab

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

Volatility prediction for Monday, September 21st, 2026

1 Day

37.81%

increased by 9.38%

1 Week

45.92%

increased by 17.49%

1 Month

59.85%

increased by 31.42%

Analysis last updated: Saturday, September 19, 2026 at 09:01 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 18, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 5.15 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 7-day half-lifev = 5.15 · fat tails
ParamValuet-stat
ωconst20.4130
0.66
αARCH0.4091
2.03**
βGARCH0.8989
5.76***
νDF5.1542
0.96

0.899

Persistence

7d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

20.4130
0.66
α

ARCH

Response to squared shocks

0.4091
2.03**
β

GARCH

Volatility persistence

0.8989
5.76***
ν

DF

Student-t tail thickness

5.1542
0.96

Persistence:

0.899

Half-life:

7 days