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V-Lab

Airo Group Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

100.78%

increased by 19.86%

1 Week

99.72%

increased by 18.80%

1 Month

99.40%

increased by 18.48%

Analysis last updated: Friday, July 24, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Airo Group Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2025 to Jul 24, 2026

Model 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 = 4.08 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

39.1268
7.71***
α

ARCH

Response to squared shocks

0.2047
2.73***
β

GARCH

Volatility persistence

0.2986
3.24***
ν

DF

Student-t tail thickness

4.0821
1.61

Persistence:

0.299

Half-life:

1 days