V-Lab
APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
36.92%
increased by 1.58%
1 Week
38.15%
increased by 2.81%
1 Month
42.43%
increased by 7.09%
Analysis last updated: Saturday, October 3, 2026 at 06:55 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Oct 2, 2026Model Insight
Volatility shocks decay with a half-life of 68 trading days, meaning a shock loses half its impact after approximately 68 days. 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
Shock decay: Shocks decay with a 68-day half-lifev = 3.10 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 23.6866 | 0.83 |
| αARCH | 0.1125 | 16.67*** |
| βGARCH | 0.9899 | 84.45*** |
| νDF | 3.1024 | 10.31*** |
0.990
Persistence68d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 23.6866 | 0.83 |
α ARCH Response to squared shocks | 0.1125 | 16.67*** |
β GARCH Volatility persistence | 0.9899 | 84.45*** |
ν DF Student-t tail thickness | 3.1024 | 10.31*** |
Persistence:
0.990
Half-life:
68 days
Other APT Satellite Holdings Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities