V-Lab
Skyline Builders Group HLD Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
121.51%
increased by 22.65%
1 Week
126.99%
increased by 28.13%
1 Month
135.45%
increased by 36.59%
Analysis last updated: Friday, August 7, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 3.38 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 | 78.7934 | 2.92*** |
α ARCH Response to squared shocks | 0.1428 | 3.89*** |
β GARCH Volatility persistence | 0.8439 | 20.82*** |
ν DF Student-t tail thickness | 3.3773 | 2.79*** |
Persistence:
0.844
Half-life:
4 days
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