V-Lab
APT Satellite Holdings Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, July 27th, 2026
1 Day
52.58%
1 Week
53.11%
1 Month
55.16%
Analysis last updated: Sunday, July 26, 2026 at 12:33 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 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 23% more than negative returns
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1100 | 14.55*** |
α ARCH Response to squared shocks | 0.1014 | 18.88*** |
β GARCH Volatility persistence | 0.9080 | 307.17*** |
γ leverage Additional response to negative shocks | -0.0187 | -2.31** |
Persistence:
1.000
Half-life:
1386294 days
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