V-Lab
Euda Health Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
1,004.77%
increased by 204.32%
1 Week
1,003.58%
increased by 203.13%
1 Month
998.85%
increased by 198.40%
Analysis last updated: Monday, August 24, 2026 at 09:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2021 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 38.5797 | 10.14*** |
α ARCH Response to squared shocks | 0.1340 | 82.83*** |
β GARCH Volatility persistence | 0.9988 | 8,186.93*** |
ν DF Student-t tail thickness | 2.0096 |
Persistence:
0.999
Half-life:
580 days
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