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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 28, 2022 to Jul 10, 2026Extended 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
| Parameter | Value | t-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
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