V-Lab
APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
53.66%
decreased by 1.22%
1 Week
54.25%
decreased by 0.63%
1 Month
56.40%
increased by 1.52%
Analysis last updated: Saturday, August 22, 2026 at 08:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 69 trading days, meaning a shock loses half its impact after approximately 69 days. Returns follow a Student-t distribution with v = 3.09 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 | 24.1029 | 3.33*** |
α ARCH Response to squared shocks | 0.1130 | 67.30*** |
β GARCH Volatility persistence | 0.9900 | 340.19*** |
ν DF Student-t tail thickness | 3.0945 | 41.88*** |
Persistence:
0.990
Half-life:
69 days
Other APT Satellite Holdings Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities