V-Lab
Zhejiang Tion Vanly Tech Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
38.78%
increased by 6.77%
1 Week
39.07%
increased by 7.06%
1 Month
40.22%
increased by 8.21%
Analysis last updated: Saturday, July 25, 2026 at 10:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 9, 2025 to Jul 24, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 216 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.71 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 | 20.3042 | 5.24*** |
α ARCH Response to squared shocks | 0.1386 | 23.28*** |
β GARCH Volatility persistence | 0.9968 | 923.81*** |
ν DF Student-t tail thickness | 4.7086 | 4.63*** |
Persistence:
0.997
Half-life:
216 days
Other Zhejiang Tion Vanly Tech Co Analyses
Other GAS-GARCH Student T Analyses on International Equities