Leshan Giantstar Farming & Husbandry Corp Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
58.65%
decreased by 6.41%
1 Week
58.87%
decreased by 6.19%
1 Month
59.56%
decreased by 5.50%
Analysis last updated: Tuesday, July 14, 2026 at 06:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 2017 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days. Returns follow a Student-t distribution with v = 4.76 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 | 15.1845 | 3.92*** |
α ARCH Response to squared shocks | 0.1216 | 16.41*** |
β GARCH Volatility persistence | 0.9660 | 98.58*** |
ν DF Student-t tail thickness | 4.7554 | 5.59*** |
Persistence:
0.966
Half-life:
20 days
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