V-Lab
Regencell Bioscience Hol Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
96.13%
decreased by 4.53%
1 Week
96.05%
decreased by 4.61%
1 Month
95.72%
decreased by 4.94%
Analysis last updated: Friday, August 21, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 9, 2002 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 302 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 | 22.9586 | 8.40*** |
α ARCH Response to squared shocks | 0.0859 | 87.53*** |
β GARCH Volatility persistence | 0.9977 | 4,209.74*** |
ν DF Student-t tail thickness | 3.5104 | 86.43*** |
Persistence:
0.998
Half-life:
302 days
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