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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 8, 1993 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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