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V-Lab

Princes Group PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

26.30%

decreased by 0.28%

1 Week

31.85%

increased by 5.27%

1 Month

35.66%

increased by 9.08%

Analysis last updated: Tuesday, July 14, 2026 at 08:29 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 10, 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 = 3.73 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

5.4310
3.60***
α

ARCH

Response to squared shocks

0.2321
3.13***
β

GARCH

Volatility persistence

0.6685
8.86***
ν

DF

Student-t tail thickness

3.7327
1.94*

Persistence:

0.669

Half-life:

2 days