Skip to main content
V-Lab

Insight Molecular Diagnostics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

75.32%

decreased by 9.01%

1 Week

80.88%

decreased by 3.45%

1 Month

92.23%

increased by 7.90%

Analysis last updated: Friday, August 21, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 21, 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 = 3.32 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

42.7279
5.75***
α

ARCH

Response to squared shocks

0.1457
15.62***
β

GARCH

Volatility persistence

0.9063
53.43***
ν

DF

Student-t tail thickness

3.3199
9.86***

Persistence:

0.906

Half-life:

7 days