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V-Lab

Regentis Biomaterials Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

603.27%

increased by 116.61%

1 Week

581.90%

increased by 95.24%

1 Month

523.21%

increased by 36.55%

Analysis last updated: Wednesday, July 15, 2026 at 02:26 AM UTC

Date Range:

from

to

6M ·

All

graph of Regentis Biomaterials Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 4, 2025 to Jul 10, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.05 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

690.4083
1.95*
α

ARCH

Response to squared shocks

0.1188
10.30***
β

GARCH

Volatility persistence

0.9284
36.08***
ν

DF

Student-t tail thickness

2.0546
96.55***

Persistence:

0.928

Half-life:

9 days