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V-Lab

Insight Molecular Diagnostics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

92.01%

increased by 19.27%

1 Week

93.97%

increased by 21.23%

1 Month

98.41%

increased by 25.67%

Analysis last updated: Tuesday, August 11, 2026 at 10:01 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 Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 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

42.6129
5.58***
α

ARCH

Response to squared shocks

0.1445
15.76***
β

GARCH

Volatility persistence

0.9121
55.82***
ν

DF

Student-t tail thickness

3.3637
9.69***

Persistence:

0.912

Half-life:

8 days