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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 10, 2022 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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