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V-Lab

Modular Medical Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

110.81%

decreased by 6.56%

1 Week

110.60%

decreased by 6.77%

1 Month

109.84%

decreased by 7.53%

Analysis last updated: Friday, July 10, 2026 at 10:17 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 10, 2026

Model Insight

Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days. Returns follow a Student-t distribution with v = 3.63 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

43.7289
2.41**
α

ARCH

Response to squared shocks

0.0677
15.02***
β

GARCH

Volatility persistence

0.9809
142.14***
ν

DF

Student-t tail thickness

3.6259
5.93***

Persistence:

0.981

Half-life:

36 days