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V-Lab

Shanghai Chlor-Alkali Chemical Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

265.54%

increased by 61.45%

1 Week

275.07%

increased by 70.98%

1 Month

309.51%

increased by 105.42%

Analysis last updated: Saturday, July 25, 2026 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shanghai Chlor-Alkali Chemical Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 20, 1992 to Jul 24, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3,220.3020
7.13***
α

ARCH

Response to squared shocks

0.1326
204.71***
β

GARCH

Volatility persistence

0.9965
2,063.17***
ν

DF

Student-t tail thickness

2.0057

Persistence:

0.997

Half-life:

198 days