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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2012 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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