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APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, September 11th, 2026

1 Day

65.87%

increased by 5.50%

1 Week

66.13%

increased by 5.76%

1 Month

67.09%

increased by 6.72%

Analysis last updated: Friday, September 11, 2026 at 07:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of APT Satellite Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 18, 1996 to Sep 4, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 69 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.10 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

High persistence: persistence 0.990, shock half-life ~69 daysv = 3.10 · fat tails
ParamValuet-stat
ωconst24.0721
0.84
αARCH0.1125
16.87***
βGARCH0.9900
85.79***
νDF3.0976
10.47***

0.990

Persistence

69d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

24.0721
0.84
α

ARCH

Response to squared shocks

0.1125
16.87***
β

GARCH

Volatility persistence

0.9900
85.79***
ν

DF

Student-t tail thickness

3.0976
10.47***

Persistence:

0.990

Half-life:

69 days