V-Lab
Shenandoah Telecommunications Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
47.73%
decreased by 2.91%
1 Week
47.70%
decreased by 2.94%
1 Month
47.59%
decreased by 3.05%
Analysis last updated: Monday, August 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 26, 1999 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 4.24 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 | 8.8225 | 5.92*** |
α ARCH Response to squared shocks | 0.0641 | 19.02*** |
β GARCH Volatility persistence | 0.9715 | 194.53*** |
ν DF Student-t tail thickness | 4.2359 | 6.84*** |
Persistence:
0.971
Half-life:
24 days
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