V-Lab
APT Satellite Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
65.87%
1 Week
66.13%
1 Month
67.09%
Analysis last updated: Friday, September 11, 2026 at 07:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 18, 1996 to Sep 4, 2026Model 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.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 24.0721 | 0.84 |
| αARCH | 0.1125 | 16.87*** |
| βGARCH | 0.9900 | 85.79*** |
| νDF | 3.0976 | 10.47*** |
0.990
Persistence69d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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