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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

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Date Range:

from

10/02/2024

to

10/02/2026

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 Oct 2, 2026

Model 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
ParamValuet-stat
ωconst23.6866
0.83
αARCH0.1125
16.67***
βGARCH0.9899
84.45***
νDF3.1024
10.31***

0.990

Persistence

68d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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