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V-Lab

XXF Group Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

97.70%

increased by 19.22%

1 Week

98.65%

increased by 20.17%

1 Month

101.24%

increased by 22.76%

Analysis last updated: Tuesday, July 21, 2026 at 06:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of XXF Group Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 9, 2023 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. Returns follow a Student-t distribution with v = 2.99 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

44.6573
2.70***
α

ARCH

Response to squared shocks

0.1366
11.78***
β

GARCH

Volatility persistence

0.9422
46.22***
ν

DF

Student-t tail thickness

2.9851
8.65***

Persistence:

0.942

Half-life:

12 days