V-Lab
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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2024 to Oct 2, 2026Model 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
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Shock decay: Shocks decay with a 2-day half-lifev = 2.94 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 110.7100 | 0.84 |
| αARCH | 0.1984 | 1.12 |
| βGARCH | 0.7313 | 2.28** |
| νDF | 2.9403 | 1.01 |
0.731
Persistence2d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-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
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