V-Lab
Airo Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
116.01%
increased by 24.87%
1 Week
103.50%
increased by 12.36%
1 Month
99.56%
increased by 8.42%
Analysis last updated: Friday, August 7, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. Returns follow a Student-t distribution with v = 4.30 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 | 38.3420 | 8.44*** |
α ARCH Response to squared shocks | 0.2046 | 2.77*** |
β GARCH Volatility persistence | 0.2787 | 3.13*** |
ν DF Student-t tail thickness | 4.3015 | 1.52 |
Persistence:
0.279
Half-life:
1 days
Other Airo Group Holdings Inc Analyses
Other GAS-GARCH Student T Analyses on Equities