Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of ZJK Industrial Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 30, 2024 to Jul 10, 2026

Model 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

ParameterValuet-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