Inlif Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
618.98%
decreased by 333.67%
1 Week
595.59%
decreased by 357.06%
1 Month
529.91%
decreased by 422.74%
Analysis last updated: Friday, July 10, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 2.16 degrees of freedom, capturing fatter tails than a normal distribution.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 643.6914 | 2.18** |
α ARCH Response to squared shocks | 0.2626 | 26.25*** |
β GARCH Volatility persistence | 0.9311 | 31.99*** |
ν DF Student-t tail thickness | 2.1568 | 73.74*** |
Persistence:
0.931
Half-life:
10 days
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