V-Lab
Regentis Biomaterials Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
458.80%
decreased by 78.02%
1 Week
459.66%
decreased by 77.16%
1 Month
462.06%
decreased by 74.76%
Analysis last updated: Friday, July 24, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Jul 24, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.04 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 865.1011 | 2.36** |
α ARCH Response to squared shocks | 0.1054 | 12.12*** |
β GARCH Volatility persistence | 0.9447 | 54.07*** |
ν DF Student-t tail thickness | 2.0444 | 165.58*** |
Persistence:
0.945
Half-life:
12 days
Other Regentis Biomaterials Ltd Analyses
Other GAS-GARCH Student T Analyses on Equities