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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 2, 2015 to Jul 3, 2026Model 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
| Parameter | Value | t-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
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