Tate & Lyle Plc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
24.65%
decreased by 0.27%
1 Week
26.56%
increased by 1.64%
1 Month
29.45%
increased by 4.53%
Analysis last updated: Tuesday, July 14, 2026 at 06:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 3, 2010 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 3.92 degrees of freedom, capturing fatter tails than a normal distribution.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.8799 | 9.98*** |
α ARCH Response to squared shocks | 0.1355 | 11.12*** |
β GARCH Volatility persistence | 0.8452 | 54.97*** |
ν DF Student-t tail thickness | 3.9189 | 5.69*** |
Persistence:
0.845
Half-life:
4 days
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