V-Lab
Dayang Enterprise Holdings GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
35.32%
increased by 0.45%
1 Week
36.20%
increased by 1.33%
1 Month
39.12%
increased by 4.25%
Analysis last updated: Sunday, August 23, 2026 at 01:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 28, 2008 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 33 trading days, meaning a shock loses half its impact after approximately 33 days. Returns follow a Student-t distribution with v = 3.16 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 | 11.1248 | 3.14*** |
α ARCH Response to squared shocks | 0.0951 | 26.68*** |
β GARCH Volatility persistence | 0.9794 | 148.07*** |
ν DF Student-t tail thickness | 3.1564 | 17.31*** |
Persistence:
0.979
Half-life:
33 days
Other Dayang Enterprise Holdings Analyses
Other GAS-GARCH Student T Analyses on International Equities