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V-Lab

BlockFin Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 20th, 2026

1 Day

89.29%

decreased by 2.53%

1 Week

89.06%

decreased by 2.76%

1 Month

88.19%

decreased by 3.63%

Analysis last updated: Thursday, August 20, 2026 at 06:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BlockFin 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 Jul 17, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 102 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.90 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

19.7279
6.35***
α

ARCH

Response to squared shocks

0.0739
70.75***
β

GARCH

Volatility persistence

0.9932
1,046.61***
ν

DF

Student-t tail thickness

2.9021
78.41***

Persistence:

0.993

Half-life:

102 days