ZJK Industrial Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
69.55%
decreased by 4.66%
1 Week
75.67%
increased by 1.46%
1 Month
92.41%
increased by 18.20%
Analysis last updated: Friday, July 10, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2024 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days. Returns follow a Student-t distribution with v = 3.39 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 | 69.5773 | 3.79*** |
α ARCH Response to squared shocks | 0.1065 | 17.48*** |
β GARCH Volatility persistence | 0.9637 | 109.29*** |
ν DF Student-t tail thickness | 3.3913 | 9.20*** |
Persistence:
0.964
Half-life:
19 days
Other ZJK Industrial Co Ltd Analyses
Other GAS-GARCH Student T Analyses on Equities