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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 23, 2025 to Jul 24, 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 = 3.35 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 | 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
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