V-Lab
Shanghai Milkground Food Tech Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
54.11%
increased by 0.37%
1 Week
54.21%
increased by 0.47%
1 Month
54.61%
increased by 0.87%
Analysis last updated: Saturday, July 25, 2026 at 10:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 13, 1995 to Jul 24, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 339 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.03 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 | 22.1416 | 7.30*** |
α ARCH Response to squared shocks | 0.0676 | 78.74*** |
β GARCH Volatility persistence | 0.9980 | 3,913.56*** |
ν DF Student-t tail thickness | 5.0295 | 34.33*** |
Persistence:
0.998
Half-life:
339 days
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