Busy Ming Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
57.92%
increased by 2.70%
1 Week
60.98%
increased by 5.76%
1 Month
62.14%
increased by 6.92%
Analysis last updated: Tuesday, July 14, 2026 at 06:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2026 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 151.31 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 | 15.5037 | 15.93*** |
α ARCH Response to squared shocks | 0.2270 | 1.75* |
β GARCH Volatility persistence | 0.4193 | 5.70*** |
ν DF Student-t tail thickness | 151.3073 | 0.03 |
Persistence:
0.419
Half-life:
1 days
Other Busy Ming Group Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities