Skip to main content
V-Lab

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

Date Range:

from

to

6M ·

All

graph of Busy Ming Group Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 28, 2026 to Jul 10, 2026

Model 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

ParameterValuet-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