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V-Lab

Semilux International Ltd -Redh GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

8,993.84%

increased by 269.95%

1 Week

8,965.32%

increased by 241.43%

1 Month

8,852.71%

increased by 128.82%

Analysis last updated: Saturday, July 11, 2026 at 09:32 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Semilux International Ltd -Redh GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 28, 2022 to Jul 10, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.00 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

104.0987
9.94***
α

ARCH

Response to squared shocks

0.1601
81.23***
β

GARCH

Volatility persistence

0.9968
3,124.83***
ν

DF

Student-t tail thickness

2.0034

Persistence:

0.997

Half-life:

218 days