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V-Lab

Insight Molecular Diagnostics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

80.05%

increased by 12.06%

1 Week

84.37%

increased by 16.38%

1 Month

93.65%

increased by 25.66%

Analysis last updated: Friday, July 24, 2026 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Insight Molecular Diagnostics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 30, 2015 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 3.36 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

42.8210
5.58***
α

ARCH

Response to squared shocks

0.1455
15.77***
β

GARCH

Volatility persistence

0.9115
55.34***
ν

DF

Student-t tail thickness

3.3556
9.77***

Persistence:

0.911

Half-life:

7 days