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V-Lab

AV Concept Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

53.56%

decreased by 4.63%

1 Week

55.37%

decreased by 2.82%

1 Month

59.69%

increased by 1.50%

Analysis last updated: Tuesday, August 25, 2026 at 06:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AV Concept Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2007 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 3.19 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

17.1076
6.65***
α

ARCH

Response to squared shocks

0.1047
18.07***
β

GARCH

Volatility persistence

0.9267
83.96***
ν

DF

Student-t tail thickness

3.1922
11.35***

Persistence:

0.927

Half-life:

9 days