V-Lab
XXF Group Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
94.00%
increased by 16.43%
1 Week
95.28%
increased by 17.71%
1 Month
98.74%
increased by 21.17%
Analysis last updated: Sunday, July 26, 2026 at 01:00 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 9, 2023 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 3.03 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 | 43.7343 | 2.76*** |
α ARCH Response to squared shocks | 0.1355 | 11.48*** |
β GARCH Volatility persistence | 0.9410 | 45.99*** |
ν DF Student-t tail thickness | 3.0274 | 8.14*** |
Persistence:
0.941
Half-life:
11 days
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