APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 23rd, 2026
1 Day
34.42%
increased by 5.08%
1 Week
35.68%
increased by 6.34%
1 Month
40.07%
increased by 10.73%
Analysis last updated: Friday, October 23, 2026 at 06:54 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Oct 16, 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
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Shock decay: Shocks decay with a 68-day half-lifev = 3.10 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 23.7426 | 0.83 |
| αscore | 0.1134 | 16.71*** |
| βpersistence | 0.9898 | 84.02*** |
| νDF | 3.1023 | 10.35*** |
0.990
Persistence68d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 23.7426 | 0.83 |
α score Weight on the scaled score | 0.1134 | 16.71*** |
β persistence Volatility persistence | 0.9898 | 84.02*** |
ν DF Student-t tail thickness | 3.1023 | 10.35*** |
Persistence:
0.990
Half-life:
68 days
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