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V-Lab

CH Biotech R&D Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

97.54%

decreased by 21.16%

1 Week

111.21%

decreased by 7.49%

1 Month

150.23%

increased by 31.53%

Analysis last updated: Tuesday, July 14, 2026 at 08:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of CH Biotech R&D Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 2, 2015 to Jul 3, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.03 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

374.0627
2.36**
α

ARCH

Response to squared shocks

0.1702
95.60***
β

GARCH

Volatility persistence

0.9829
137.66***
ν

DF

Student-t tail thickness

2.0258
1,399.98***

Persistence:

0.983

Half-life:

40 days