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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Yestar Healthcare Holdings Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 14, 2013 to Aug 7, 2026

Model 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

ParameterValuet-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