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Autozi Internet Technology Global Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

183.23%

increased by 17.14%

1 Week

191.59%

increased by 25.50%

1 Month

213.91%

increased by 47.82%

Analysis last updated: Friday, July 24, 2026 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Autozi Internet Technology Global Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 28, 2024 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. Returns follow a Student-t distribution with v = 2.64 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

260.9297
2.21**
α

ARCH

Response to squared shocks

0.1662
18.36***
β

GARCH

Volatility persistence

0.9488
44.76***
ν

DF

Student-t tail thickness

2.6417
16.36***

Persistence:

0.949

Half-life:

13 days