Jiangsu Ankura Intelligent Power Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
78.87%
increased by 6.88%
1 Week
78.13%
increased by 6.14%
1 Month
75.56%
increased by 3.57%
Analysis last updated: Saturday, July 18, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 28, 2017 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 28 trading days, meaning a shock loses half its impact after approximately 28 days. Returns follow a Student-t distribution with v = 4.11 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 | 14.9940 | 3.22*** |
α ARCH Response to squared shocks | 0.1083 | 22.58*** |
β GARCH Volatility persistence | 0.9757 | 121.32*** |
ν DF Student-t tail thickness | 4.1112 | 8.17*** |
Persistence:
0.976
Half-life:
28 days
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