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V-Lab

Princes Group PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, July 24th, 2026

1 Day

36.58%

increased by 1.53%

1 Week

36.46%

increased by 1.41%

1 Month

36.36%

increased by 1.31%

Analysis last updated: Friday, July 24, 2026 at 08:22 PM UTC

Date Range:

from

to

6M ·

All

graph of Princes Group PLC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 2025 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 3.85 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

5.2374
3.86***
α

ARCH

Response to squared shocks

0.2317
3.18***
β

GARCH

Volatility persistence

0.6635
9.41***
ν

DF

Student-t tail thickness

3.8453
1.88*

Persistence:

0.664

Half-life:

2 days