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V-Lab

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

Volatility prediction for Friday, August 14th, 2026

1 Day

83.98%

decreased by 1.43%

1 Week

83.92%

decreased by 1.49%

1 Month

83.71%

decreased by 1.70%

Analysis last updated: Friday, August 14, 2026 at 06:13 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 Aug 7, 2026

Model Insight

With persistence 0.991, volatility shocks have a half-life of 80 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.17 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

25.8222
4.71***
α

ARCH

Response to squared shocks

0.0991
34.44***
β

GARCH

Volatility persistence

0.9913
647.09***
ν

DF

Student-t tail thickness

4.1669
13.95***

Persistence:

0.991

Half-life:

80 days