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V-Lab

Modular Medical Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

161.90%

decreased by 9.70%

1 Week

161.48%

decreased by 10.12%

1 Month

159.88%

decreased by 11.72%

Analysis last updated: Tuesday, August 25, 2026 at 09:27 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 Aug 21, 2026

Model Insight

With persistence 0.993, volatility shocks have a half-life of 97 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.59 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

66.0129
3.98***
α

ARCH

Response to squared shocks

0.0607
30.72***
β

GARCH

Volatility persistence

0.9929
828.78***
ν

DF

Student-t tail thickness

3.5850
14.93***

Persistence:

0.993

Half-life:

97 days