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V-Lab

XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, August 14th, 2026

1 Day

75.45%

unchanged at 0.00%

1 Week

75.45%

unchanged at 0.00%

1 Month

75.45%

unchanged at 0.00%

Analysis last updated: Friday, August 14, 2026 at 06:42 PM UTC

Date Range:

from

to

6M ·

All

graph of XtalPi Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 55.51 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

22.5918
0.80
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8964
0.09
ν

DF

Student-t tail thickness

55.5110
0.01

Persistence:

0.896

Half-life:

6 days