V-Lab
Busy Ming Group Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
61.67%
unchanged at 0.00%
1 Week
61.67%
unchanged at 0.00%
1 Month
61.67%
unchanged at 0.00%
Analysis last updated: Wednesday, August 26, 2026 at 08:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 28, 2026 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 626 trading days (~2.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 36.56 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 | 15.0927 | 0.64 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9989 | 0.47 |
ν DF Student-t tail thickness | 36.5571 | 0.03 |
Persistence:
0.999
Half-life:
626 days
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