V-Lab
RF Industries Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
76.44%
increased by 2.15%
1 Week
76.36%
increased by 2.07%
1 Month
76.06%
increased by 1.77%
Analysis last updated: Monday, August 24, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 21, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | |
α ARCH Response to squared shocks | 0.1061 | 10.93*** |
β GARCH Volatility persistence | 0.9990 | 2,642.86*** |
ν DF Student-t tail thickness | 5.7634 | 5.72*** |
Persistence:
0.999
Half-life:
693 days
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