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V-Lab

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

Volatility prediction for Tuesday, July 21st, 2026

1 Day

172.14%

increased by 16.21%

1 Week

184.88%

increased by 28.95%

1 Month

227.84%

increased by 71.91%

Analysis last updated: Tuesday, July 21, 2026 at 06:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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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 17, 2026

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

2,427.4540
6.87***
α

ARCH

Response to squared shocks

0.1323
205.36***
β

GARCH

Volatility persistence

0.9961
1,762.97***
ν

DF

Student-t tail thickness

2.0068

Persistence:

0.996

Half-life:

176 days