V-Lab
Htc Corporation GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
38.07%
increased by 2.11%
1 Week
38.66%
increased by 2.70%
1 Month
40.70%
increased by 4.74%
Analysis last updated: Sunday, August 23, 2026 at 01:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 18, 2002 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days. Returns follow a Student-t distribution with v = 3.87 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 | 11.0282 | 3.94*** |
α ARCH Response to squared shocks | 0.0732 | 26.97*** |
β GARCH Volatility persistence | 0.9826 | 206.70*** |
ν DF Student-t tail thickness | 3.8740 | 10.84*** |
Persistence:
0.983
Half-life:
40 days
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