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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 Aug 21, 2026

Model 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

ParameterValuet-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