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V-Lab

RF Industries Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

91.82%

decreased by 0.90%

1 Week

91.73%

decreased by 0.99%

1 Month

91.36%

decreased by 1.36%

Analysis last updated: Friday, July 24, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RF Industries Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 24, 2026
Boundary Parameters

Model Insight

With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 5.76 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

0.0000
α

ARCH

Response to squared shocks

0.1053
10.66***
β

GARCH

Volatility persistence

0.9990
2,692.72***
ν

DF

Student-t tail thickness

5.7607
5.74***

Persistence:

0.999

Half-life:

693 days