Inno Laser Technology Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
137.28%
increased by 16.76%
1 Week
134.07%
increased by 13.55%
1 Month
123.28%
increased by 2.76%
Analysis last updated: Tuesday, July 14, 2026 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 6, 2021 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 19 trading days, meaning a shock loses half its impact after approximately 19 days. Returns follow a Student-t distribution with v = 3.94 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 | 23.7665 | 3.66*** |
α ARCH Response to squared shocks | 0.1237 | 17.22*** |
β GARCH Volatility persistence | 0.9649 | 106.07*** |
ν DF Student-t tail thickness | 3.9441 | 7.72*** |
Persistence:
0.965
Half-life:
19 days
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