V-Lab
Garden Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
11.36%
decreased by 0.10%
1 Week
11.70%
increased by 0.24%
1 Month
12.95%
increased by 1.49%
Analysis last updated: Tuesday, August 25, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Aug 21, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.11 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 | 15.8812 | 8.11*** |
α ARCH Response to squared shocks | 0.0744 | 24.83*** |
β GARCH Volatility persistence | 0.9990 | 4,306.03*** |
ν DF Student-t tail thickness | 3.1106 | 36.46*** |
Persistence:
0.999
Half-life:
693 days
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