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V-Lab

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

Volatility prediction for Tuesday, July 14th, 2026

1 Day

54.06%

increased by 18.21%

1 Week

58.39%

increased by 22.54%

1 Month

65.42%

increased by 29.57%

Analysis last updated: Tuesday, July 14, 2026 at 06:35 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 Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 11.67 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

19.6258
3.83***
α

ARCH

Response to squared shocks

0.4865
5.49***
β

GARCH

Volatility persistence

0.8617
24.71***
ν

DF

Student-t tail thickness

11.6707
1.26

Persistence:

0.862

Half-life:

5 days