Skip to main content
V-Lab

Jiawei Renewable Energy Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

74.54%

decreased by 5.88%

1 Week

73.82%

decreased by 6.60%

1 Month

71.38%

decreased by 9.04%

Analysis last updated: Saturday, August 22, 2026 at 07:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jiawei Renewable Energy Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 11, 2012 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. Returns follow a Student-t distribution with v = 4.70 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

14.6562
5.27***
α

ARCH

Response to squared shocks

0.0818
20.23***
β

GARCH

Volatility persistence

0.9703
161.91***
ν

DF

Student-t tail thickness

4.6967
5.50***

Persistence:

0.970

Half-life:

23 days