V-Lab
APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
56.66%
decreased by 5.59%
1 Week
57.16%
decreased by 5.09%
1 Month
59.00%
decreased by 3.25%
Analysis last updated: Sunday, July 26, 2026 at 12:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Jul 24, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 70 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 = 3.09 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 | 24.3320 | 3.34*** |
α ARCH Response to squared shocks | 0.1126 | 68.17*** |
β GARCH Volatility persistence | 0.9901 | 347.42*** |
ν DF Student-t tail thickness | 3.0915 | 42.52*** |
Persistence:
0.990
Half-life:
70 days
Other APT Satellite Holdings Ltd Analyses
Other GAS-GARCH Student T Analyses on International Equities