V-Lab
Hangzhou Radical Energy Saving Technology Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
54.16%
decreased by 0.85%
1 Week
54.47%
decreased by 0.54%
1 Month
55.68%
increased by 0.67%
Analysis last updated: Wednesday, August 26, 2026 at 07:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 2017 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 471 trading days (~1.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.99 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 | 57.0877 | 7.25*** |
α ARCH Response to squared shocks | 0.0775 | 55.96*** |
β GARCH Volatility persistence | 0.9985 | 5,705.89*** |
ν DF Student-t tail thickness | 3.9885 | 33.84*** |
Persistence:
0.999
Half-life:
471 days
Other Hangzhou Radical Energy Saving Technology Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities