Skip to main content
V-Lab

Goldcrest Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

24.12%

increased by 0.43%

1 Week

24.32%

increased by 0.63%

1 Month

25.13%

increased by 1.44%

Analysis last updated: Tuesday, July 28, 2026 at 07:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Goldcrest Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 14, 1998 to Jul 24, 2026

Model Insight

With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.46 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

22.1529
9.39***
α

ARCH

Response to squared shocks

0.0466
75.12***
β

GARCH

Volatility persistence

0.9990
9,990.00***
ν

DF

Student-t tail thickness

4.4577
45.48***

Persistence:

0.999

Half-life:

693 days