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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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Date Range:

from

10/22/2024

to

10/22/2026

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 16, 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
ωlong-run23.7426
0.83
αscore0.1134
16.71***
βpersistence0.9898
84.02***
νDF3.1023
10.35***

0.990

Persistence

68d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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