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V-Lab

Yuil Robotics Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

98.11%

decreased by 5.83%

1 Week

95.51%

decreased by 8.43%

1 Month

88.30%

decreased by 15.64%

Analysis last updated: Friday, July 17, 2026 at 08:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Yuil Robotics Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 18, 2022 to Jul 16, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 3.27 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

22.1592
2.81***
α

ARCH

Response to squared shocks

0.1071
9.41***
β

GARCH

Volatility persistence

0.9335
36.75***
ν

DF

Student-t tail thickness

3.2705
4.97***

Persistence:

0.934

Half-life:

10 days