V-Lab
Anhui Tatfook Technology Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
52.53%
increased by 1.32%
1 Week
52.86%
increased by 1.65%
1 Month
54.01%
increased by 2.80%
Analysis last updated: Wednesday, August 5, 2026 at 06:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 26, 2010 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days. Returns follow a Student-t distribution with v = 4.65 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 | 14.0619 | 4.39*** |
α ARCH Response to squared shocks | 0.0766 | 18.90*** |
β GARCH Volatility persistence | 0.9768 | 188.13*** |
ν DF Student-t tail thickness | 4.6536 | 5.60*** |
Persistence:
0.977
Half-life:
30 days
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