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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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