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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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