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V-Lab

Nanjing Vazyme Biotech Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

76.91%

increased by 9.91%

1 Week

76.84%

increased by 9.84%

1 Month

76.58%

increased by 9.58%

Analysis last updated: Wednesday, August 5, 2026 at 06:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Nanjing Vazyme Biotech Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 15, 2021 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 62 trading days, meaning a shock loses half its impact after approximately 62 days. Returns follow a Student-t distribution with v = 4.20 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

21.5140
4.36***
α

ARCH

Response to squared shocks

0.0994
32.06***
β

GARCH

Volatility persistence

0.9888
449.88***
ν

DF

Student-t tail thickness

4.1973
12.30***

Persistence:

0.989

Half-life:

62 days