Xi'An Peri Power Semiconductor Converting Technology Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
89.46%
increased by 12.80%
1 Week
89.82%
increased by 13.16%
1 Month
91.22%
increased by 14.56%
Analysis last updated: Tuesday, July 14, 2026 at 06:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 7, 2020 to Jul 10, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 572 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 = 3.90 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 | 136.6624 | 12.89*** |
α ARCH Response to squared shocks | 0.0957 | 50.50*** |
β GARCH Volatility persistence | 0.9988 | |
ν DF Student-t tail thickness | 3.9050 | 28.27*** |
Persistence:
0.999
Half-life:
572 days
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