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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Anhui Tatfook Technology Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 26, 2010 to Jul 31, 2026

Model 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

ParameterValuet-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