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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Inlif Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 2025 to Jul 10, 2026

Model 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.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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