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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 30, 2015 to Aug 21, 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 = 3.32 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 | 42.7279 | 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
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