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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 13, 2026 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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