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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 4, 2025 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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