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V-Lab

Contemporary Amperex Tech Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

43.01%

increased by 3.46%

1 Week

43.45%

increased by 3.90%

1 Month

44.62%

increased by 5.07%

Analysis last updated: Saturday, August 22, 2026 at 08:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Contemporary Amperex Tech Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 20, 2025 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 5.69 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

8.6467
3.31***
α

ARCH

Response to squared shocks

0.0706
4.33***
β

GARCH

Volatility persistence

0.9390
44.64***
ν

DF

Student-t tail thickness

5.6943
0.82

Persistence:

0.939

Half-life:

11 days