V-Lab
Yunnan Chihong Zinc & Germanium Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
42.45%
1 Week
42.72%
1 Month
43.75%
Analysis last updated: Friday, September 11, 2026 at 06:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 20, 2004 to Sep 4, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 116 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.78 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
Tap to view equation
| Param | Value | t-stat |
|---|---|---|
| ωconst | 14.8562 | 1.04 |
| αARCH | 0.0760 | 12.63*** |
| βGARCH | 0.9940 | 187.66*** |
| νDF | 4.7787 | 3.80*** |
0.994
Persistence116d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 14.8562 | 1.04 |
α ARCH Response to squared shocks | 0.0760 | 12.63*** |
β GARCH Volatility persistence | 0.9940 | 187.66*** |
ν DF Student-t tail thickness | 4.7787 | 3.80*** |
Persistence:
0.994
Half-life:
116 days
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