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V-Lab

Giant Biogene Holding Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

52.32%

decreased by 0.61%

1 Week

52.33%

decreased by 0.60%

1 Month

52.37%

decreased by 0.56%

Analysis last updated: Tuesday, July 14, 2026 at 06:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Giant Biogene Holding Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 4, 2022 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 3.87 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

10.9532
3.58***
α

ARCH

Response to squared shocks

0.0454
9.91***
β

GARCH

Volatility persistence

0.9719
135.45***
ν

DF

Student-t tail thickness

3.8709
3.46***

Persistence:

0.972

Half-life:

24 days