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V-Lab

XtalPi Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

75.99%

unchanged at 0.00%

1 Week

75.99%

unchanged at 0.00%

1 Month

75.99%

unchanged at 0.00%

Analysis last updated: Thursday, July 16, 2026 at 06:43 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 Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 23.45 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

22.9160
0.21
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.9010
0.41
ν

DF

Student-t tail thickness

23.4505
0.09

Persistence:

0.901

Half-life:

7 days