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V-Lab

Dongsung Finetec Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

60.81%

decreased by 1.08%

1 Week

60.63%

decreased by 1.26%

1 Month

59.98%

decreased by 1.91%

Analysis last updated: Tuesday, August 25, 2026 at 07:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Dongsung Finetec Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 12, 2002 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 4.05 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

11.6459
3.76***
α

ARCH

Response to squared shocks

0.0608
24.48***
β

GARCH

Volatility persistence

0.9857
252.02***
ν

DF

Student-t tail thickness

4.0534
8.67***

Persistence:

0.986

Half-life:

48 days