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V-Lab

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

Volatility prediction for Monday, August 24th, 2026

1 Day

107.16%

increased by 2.94%

1 Week

116.98%

increased by 12.76%

1 Month

130.84%

increased by 26.62%

Analysis last updated: Friday, August 21, 2026 at 09:55 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 21, 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 = 3.42 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

76.6758
3.07***
α

ARCH

Response to squared shocks

0.1464
3.84***
β

GARCH

Volatility persistence

0.8345
20.66***
ν

DF

Student-t tail thickness

3.4242
2.73***

Persistence:

0.834

Half-life:

4 days