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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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