V-Lab
Strong H Machinery Technology Cayman Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
71.79%
decreased by 3.84%
1 Week
71.91%
decreased by 3.72%
1 Month
72.38%
decreased by 3.25%
Analysis last updated: Tuesday, August 25, 2026 at 08:22 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2016 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.07 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 | 54.3754 | 10.37*** |
α ARCH Response to squared shocks | 0.0630 | 68.13*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0703 | 3,031.15*** |
Persistence:
0.999
Half-life:
693 days
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