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V-Lab

Modular Medical Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

159.41%

increased by 1.27%

1 Week

158.26%

increased by 0.12%

1 Month

154.01%

decreased by 4.13%

Analysis last updated: Wednesday, August 5, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Modular Medical Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 10, 2022 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 3.40 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

50.0773
2.62***
α

ARCH

Response to squared shocks

0.0629
21.74***
β

GARCH

Volatility persistence

0.9855
217.89***
ν

DF

Student-t tail thickness

3.3962
9.00***

Persistence:

0.986

Half-life:

48 days