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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Jul 31, 2026Model 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
| Parameter | Value | t-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
Other Modular Medical Inc Analyses
Other GAS-GARCH Student T Analyses on Equities