Ecofinity Atomix Limited GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
29.01%
decreased by 2.44%
1 Week
30.52%
decreased by 0.93%
1 Month
35.78%
increased by 4.33%
Analysis last updated: Tuesday, July 14, 2026 at 06:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2015 to Jul 10, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 131 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.67 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 37.3979 | 8.59*** |
α ARCH Response to squared shocks | 0.1732 | 53.94*** |
β GARCH Volatility persistence | 0.9947 | 1,480.23*** |
ν DF Student-t tail thickness | 4.6653 | 45.97*** |
Persistence:
0.995
Half-life:
131 days
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