Regentis Biomaterials Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 23rd, 2026
1 Day
135.05%
increased by 18.92%
1 Week
139.58%
increased by 23.45%
1 Month
151.96%
increased by 35.83%
Analysis last updated: Thursday, October 22, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Oct 16, 2026Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. Returns follow a Student-t distribution with v = 2.31 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 13-day half-lifev = 2.31 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 127.8878 | 0.59 |
| αscore | 0.0960 | 3.46*** |
| βpersistence | 0.9495 | 14.47*** |
| νDF | 2.3094 | 5.57*** |
0.950
Persistence13d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 127.8878 | 0.59 |
α score Weight on the scaled score | 0.0960 | 3.46*** |
β persistence Volatility persistence | 0.9495 | 14.47*** |
ν DF Student-t tail thickness | 2.3094 | 5.57*** |
Persistence:
0.950
Half-life:
13 days
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