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V-Lab

AIFU Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 28th, 2026

1 Day

71.78%

decreased by 4.84%

1 Week

72.30%

decreased by 4.32%

1 Month

74.14%

decreased by 2.48%

Analysis last updated: Monday, July 27, 2026 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AIFU Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 2007 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 47 trading days, meaning a shock loses half its impact after approximately 47 days. Returns follow a Student-t distribution with v = 3.32 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

30.6424
2.74***
α

ARCH

Response to squared shocks

0.1188
40.02***
β

GARCH

Volatility persistence

0.9853
188.36***
ν

DF

Student-t tail thickness

3.3202
21.94***

Persistence:

0.985

Half-life:

47 days