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Samhallsbygg I Nor GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

70.29%

decreased by 4.86%

1 Week

73.41%

decreased by 1.74%

1 Month

82.62%

increased by 7.47%

Analysis last updated: Tuesday, July 14, 2026 at 06:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Samhallsbygg I Nor GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 3, 2023 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 20 trading days, meaning a shock loses half its impact after approximately 20 days. Returns follow a Student-t distribution with v = 2.82 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

46.1994
2.43**
α

ARCH

Response to squared shocks

0.0791
15.47***
β

GARCH

Volatility persistence

0.9653
82.24***
ν

DF

Student-t tail thickness

2.8213
8.88***

Persistence:

0.965

Half-life:

20 days