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V-Lab

TOP Kingwin Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

108.73%

decreased by 27.86%

1 Week

125.59%

decreased by 11.00%

1 Month

156.18%

increased by 19.59%

Analysis last updated: Thursday, August 6, 2026 at 02:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of TOP Kingwin Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 18, 2023 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 2.68 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

133.5412
2.61***
α

ARCH

Response to squared shocks

0.2156
11.59***
β

GARCH

Volatility persistence

0.9000
24.32***
ν

DF

Student-t tail thickness

2.6822
13.36***

Persistence:

0.900

Half-life:

7 days