V-Lab
Estun Automation Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
105.83%
decreased by 4.26%
1 Week
105.44%
decreased by 4.65%
1 Month
104.28%
decreased by 5.81%
Analysis last updated: Wednesday, August 5, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 9, 2026 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 4.62 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 | 40.6881 | 1.73* |
α ARCH Response to squared shocks | 0.0625 | 2.20** |
β GARCH Volatility persistence | 0.9550 | 62.38*** |
ν DF Student-t tail thickness | 4.6175 | 0.72 |
Persistence:
0.955
Half-life:
15 days
Other Estun Automation Co Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities