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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Shenandoah Telecommunications Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 26, 1999 to Aug 21, 2026

Model 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

ParameterValuet-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