V-Lab
Yestar Healthcare Holdings Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
171.33%
increased by 11.82%
1 Week
170.85%
increased by 11.34%
1 Month
169.00%
increased by 9.49%
Analysis last updated: Tuesday, August 25, 2026 at 06:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 14, 2013 to Aug 7, 2026Model Insight
With persistence 0.996, volatility shocks have a half-life of 165 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.50 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 | 39.5605 | 7.25*** |
α ARCH Response to squared shocks | 0.1027 | 88.35*** |
β GARCH Volatility persistence | 0.9958 | 1,875.34*** |
ν DF Student-t tail thickness | 2.5048 | 260.35*** |
Persistence:
0.996
Half-life:
165 days
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