Skip to main content
V-Lab

XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

62.05%

increased by 0.74%

1 Week

66.61%

increased by 5.30%

1 Month

76.34%

increased by 15.03%

Analysis last updated: Sunday, July 26, 2026 at 12:50 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of XtalPi Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2024 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 3.85 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

30.1557
2.95***
α

ARCH

Response to squared shocks

0.1417
5.48***
β

GARCH

Volatility persistence

0.9148
33.78***
ν

DF

Student-t tail thickness

3.8466
3.17***

Persistence:

0.915

Half-life:

8 days