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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 14, 2025 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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