V-Lab
Yuil Robotics Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
120.53%
increased by 15.73%
1 Week
116.20%
increased by 11.40%
1 Month
103.56%
decreased by 1.24%
Analysis last updated: Sunday, July 26, 2026 at 04:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 18, 2022 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 3.29 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 | 22.5839 | 2.77*** |
α ARCH Response to squared shocks | 0.1069 | 9.93*** |
β GARCH Volatility persistence | 0.9384 | 39.18*** |
ν DF Student-t tail thickness | 3.2871 | 5.20*** |
Persistence:
0.938
Half-life:
11 days
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