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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

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 Aug 7, 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 = 3.38 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

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