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V-Lab

ATIF Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

62.73%

decreased by 3.75%

1 Week

78.31%

increased by 11.83%

1 Month

102.14%

increased by 35.66%

Analysis last updated: Friday, July 24, 2026 at 09:17 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 Jul 24, 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 = 3.14 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

56.4788
4.80***
α

ARCH

Response to squared shocks

0.1924
11.86***
β

GARCH

Volatility persistence

0.8797
36.66***
ν

DF

Student-t tail thickness

3.1356
9.93***

Persistence:

0.880

Half-life:

5 days