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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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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 Aug 21, 2026

Model 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

ParameterValuet-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