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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 3, 2019 to Aug 21, 2026Model 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
| Parameter | Value | t-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
Other ATIF Holdings Ltd Analyses
Other GAS-GARCH Student T Analyses on Equities