V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 28, 2024 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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