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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 13, 2012 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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