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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Inno Laser Technology Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 6, 2021 to Jul 10, 2026

Model 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

ParameterValuet-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