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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 14, 2021 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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