V-Lab
Regencell Bioscience Hol Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
181.21%
decreased by 15.31%
1 Week
180.88%
decreased by 15.64%
1 Month
179.58%
decreased by 16.94%
Analysis last updated: Friday, July 24, 2026 at 10:02 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 9, 2002 to Jul 24, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 313 trading days (~1.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.51 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 | 23.2547 | 8.57*** |
α ARCH Response to squared shocks | 0.0848 | 86.24*** |
β GARCH Volatility persistence | 0.9978 | 4,474.38*** |
ν DF Student-t tail thickness | 3.5090 | 86.66*** |
Persistence:
0.998
Half-life:
313 days
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