V-Lab
Strong H Machinery Technology Cayman Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
67.54%
increased by 2.50%
1 Week
67.74%
increased by 2.70%
1 Month
68.50%
increased by 3.46%
Analysis last updated: Tuesday, August 11, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 9, 2016 to Aug 7, 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 | 70.2544 | 10.37*** |
α ARCH Response to squared shocks | 0.0641 | 68.58*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0551 | 3,862.89*** |
Persistence:
0.999
Half-life:
693 days
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