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V-Lab

ATIF Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

117.65%

increased by 21.36%

1 Week

117.86%

increased by 21.57%

1 Month

118.26%

increased by 21.97%

Analysis last updated: Friday, August 21, 2026 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ATIF Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 3, 2019 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 3.15 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

55.8107
4.95***
α

ARCH

Response to squared shocks

0.1932
11.55***
β

GARCH

Volatility persistence

0.8732
35.57***
ν

DF

Student-t tail thickness

3.1500
9.63***

Persistence:

0.873

Half-life:

5 days