Yw Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
38.10%
decreased by 3.94%
1 Week
38.50%
decreased by 3.54%
1 Month
40.05%
decreased by 1.99%
Analysis last updated: Tuesday, July 14, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 11, 2003 to Jul 10, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.37 degrees of freedom, capturing fatter tails than a normal distribution.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 66.4288 | 8.01*** |
α ARCH Response to squared shocks | 0.0997 | 106.58*** |
β GARCH Volatility persistence | 0.9990 | 8,325.00*** |
ν DF Student-t tail thickness | 3.3664 | 121.49*** |
Persistence:
0.999
Half-life:
693 days
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