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V-Lab

Skyline Builders Group HLD Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

139.77%

decreased by 26.47%

1 Week

140.55%

decreased by 25.69%

1 Month

141.80%

decreased by 24.44%

Analysis last updated: Friday, July 24, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Skyline Builders Group HLD Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 23, 2025 to Jul 24, 2026

Model 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 = 3.35 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

80.7266
2.94***
α

ARCH

Response to squared shocks

0.1504
4.07***
β

GARCH

Volatility persistence

0.8419
20.36***
ν

DF

Student-t tail thickness

3.3498
3.02***

Persistence:

0.842

Half-life:

4 days