V-Lab
Shenzhen Genvict Technologies Co., Ltd. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
45.44%
decreased by 3.68%
1 Week
47.21%
decreased by 1.91%
1 Month
51.28%
increased by 2.16%
Analysis last updated: Saturday, July 25, 2026 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 15, 2017 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 4.51 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 | 12.6447 | 7.25*** |
α ARCH Response to squared shocks | 0.1022 | 11.84*** |
β GARCH Volatility persistence | 0.9211 | 75.64*** |
ν DF Student-t tail thickness | 4.5121 | 4.17*** |
Persistence:
0.921
Half-life:
8 days
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