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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2025 to Jul 24, 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 = 4.08 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 | 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
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