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V-Lab

Kingboard Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

85.02%

decreased by 4.21%

1 Week

83.40%

decreased by 5.83%

1 Month

77.80%

decreased by 11.43%

Analysis last updated: Saturday, August 22, 2026 at 08:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kingboard Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 8, 1993 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 23 trading days, meaning a shock loses half its impact after approximately 23 days. Returns follow a Student-t distribution with v = 4.43 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

9.5613
8.35***
α

ARCH

Response to squared shocks

0.0846
30.11***
β

GARCH

Volatility persistence

0.9709
283.54***
ν

DF

Student-t tail thickness

4.4287
10.76***

Persistence:

0.971

Half-life:

23 days