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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 16, 2017 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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