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V-Lab

Zhejiang Benli Technology Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

44.77%

increased by 10.03%

1 Week

45.71%

increased by 10.97%

1 Month

49.22%

increased by 14.48%

Analysis last updated: Wednesday, August 26, 2026 at 07:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Zhejiang Benli Technology Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 14, 2021 to Aug 21, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 204 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.61 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

57.9222
5.49***
α

ARCH

Response to squared shocks

0.1519
44.62***
β

GARCH

Volatility persistence

0.9966
1,931.41***
ν

DF

Student-t tail thickness

4.6106
13.51***

Persistence:

0.997

Half-life:

204 days