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V-Lab

Regencell Bioscience Hol Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

112.02%

decreased by 9.73%

1 Week

111.88%

decreased by 9.87%

1 Month

111.34%

decreased by 10.41%

Analysis last updated: Friday, August 7, 2026 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 Aug 7, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 304 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 = 3.50 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

23.0461
8.43***
α

ARCH

Response to squared shocks

0.0856
86.88***
β

GARCH

Volatility persistence

0.9977
4,263.78***
ν

DF

Student-t tail thickness

3.5046
86.81***

Persistence:

0.998

Half-life:

304 days