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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

Date Range:

from

to

6M ·

All

graph of Estun Automation Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 9, 2026 to Jul 31, 2026

Model 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

ParameterValuet-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