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V-Lab

Uni-Fuels Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

94.53%

increased by 4.73%

1 Week

117.88%

increased by 28.08%

1 Month

134.74%

increased by 44.94%

Analysis last updated: Friday, July 24, 2026 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Uni-Fuels Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 14, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 2.66 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

78.6881
3.22***
α

ARCH

Response to squared shocks

0.2185
4.83***
β

GARCH

Volatility persistence

0.6905
8.18***
ν

DF

Student-t tail thickness

2.6647
6.09***

Persistence:

0.691

Half-life:

2 days