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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

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 Aug 7, 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 = 4.30 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

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