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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Regencell Bioscience Hol Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 9, 2002 to Jul 24, 2026

Model 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

ParameterValuet-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