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PMA Graphene Technology Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, October 5th, 2026

1 Day

141.45%

increased by 25.36%

1 Week

152.49%

increased by 36.40%

1 Month

162.80%

increased by 46.71%

Analysis last updated: Friday, October 2, 2026 at 10:56 PM UTC

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Date Range:

from

10/02/2024

to

10/02/2026

6M ·

1Y ·

All

graph of PMA Graphene Technology Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 22, 2024 to Oct 2, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 2.94 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 2-day half-lifev = 2.94 · fat tails
ParamValuet-stat
ωconst110.7100
0.84
αARCH0.1984
1.12
βGARCH0.7313
2.28**
νDF2.9403
1.01

0.731

Persistence

2d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

110.7100
0.84
α

ARCH

Response to squared shocks

0.1984
1.12
β

GARCH

Volatility persistence

0.7313
2.28**
ν

DF

Student-t tail thickness

2.9403
1.01

Persistence:

0.731

Half-life:

2 days