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V-Lab

Getinge Ab Publ GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

28.89%

decreased by 0.39%

1 Week

29.93%

increased by 0.65%

1 Month

32.54%

increased by 3.26%

Analysis last updated: Saturday, August 22, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Getinge Ab Publ GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 6, 2012 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 2.99 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

5.2831
3.80***
α

ARCH

Response to squared shocks

0.0547
7.10***
β

GARCH

Volatility persistence

0.9338
54.44***
ν

DF

Student-t tail thickness

2.9930
4.71***

Persistence:

0.934

Half-life:

10 days