V-Lab
Xi'An Peri Power Semiconductor Converting Technology Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
54.90%
decreased by 4.89%
1 Week
55.57%
decreased by 4.22%
1 Month
58.15%
decreased by 1.64%
Analysis last updated: Tuesday, August 25, 2026 at 06:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 7, 2020 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 573 trading days (~2.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.96 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 | 133.4955 | 12.81*** |
α ARCH Response to squared shocks | 0.0951 | 50.67*** |
β GARCH Volatility persistence | 0.9988 | |
ν DF Student-t tail thickness | 3.9610 | 27.86*** |
Persistence:
0.999
Half-life:
573 days
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