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V-Lab

XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

95.49%

increased by 21.73%

1 Week

94.37%

increased by 20.61%

1 Month

91.66%

increased by 17.90%

Analysis last updated: Saturday, July 18, 2026 at 11:08 PM 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 17, 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 = 3.93 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

30.7343
2.98***
α

ARCH

Response to squared shocks

0.1429
5.48***
β

GARCH

Volatility persistence

0.9162
34.79***
ν

DF

Student-t tail thickness

3.9275
3.10***

Persistence:

0.916

Half-life:

8 days