V-Lab
Strong H Machinery Technology Cayman Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
66.09%
decreased by 5.69%
1 Week
66.29%
decreased by 5.49%
1 Month
67.05%
decreased by 4.73%
Analysis last updated: Wednesday, August 5, 2026 at 08:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2016 to Jul 31, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.06 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 68.2116 | 10.41*** |
α ARCH Response to squared shocks | 0.0628 | 68.00*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0551 | 3,884.84*** |
Persistence:
0.999
Half-life:
693 days
Other Strong H Machinery Technology Cayman Inc Analyses
Other GAS-GARCH Student T Analyses on International Equities