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V-Lab

Him Teknoforge Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

41.82%

decreased by 3.98%

1 Week

44.05%

decreased by 1.75%

1 Month

49.66%

increased by 3.86%

Analysis last updated: Saturday, August 22, 2026 at 08:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Him Teknoforge Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 13, 2012 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 3.41 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

13.7083
5.23***
α

ARCH

Response to squared shocks

0.1195
16.75***
β

GARCH

Volatility persistence

0.9405
80.96***
ν

DF

Student-t tail thickness

3.4056
10.15***

Persistence:

0.940

Half-life:

11 days