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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 18, 2023 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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