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V-Lab

Hangzhou Radical Energy Saving Technology Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

83.54%

increased by 5.93%

1 Week

83.67%

increased by 6.06%

1 Month

84.18%

increased by 6.57%

Analysis last updated: Tuesday, July 14, 2026 at 06:18 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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graph of Hangzhou Radical Energy Saving Technology Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 16, 2017 to Jul 10, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 480 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 = 3.98 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

57.1508
7.31***
α

ARCH

Response to squared shocks

0.0764
55.43***
β

GARCH

Volatility persistence

0.9986
5,839.52***
ν

DF

Student-t tail thickness

3.9787
33.15***

Persistence:

0.999

Half-life:

480 days