V-Lab
Flex LNG Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
37.98%
decreased by 1.73%
1 Week
38.30%
decreased by 1.41%
1 Month
39.49%
decreased by 0.22%
Analysis last updated: Sunday, July 26, 2026 at 12:08 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2019 to Jul 24, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 137 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.66 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 | 15.2160 | 5.19*** |
α ARCH Response to squared shocks | 0.0588 | 44.17*** |
β GARCH Volatility persistence | 0.9950 | 1,243.71*** |
ν DF Student-t tail thickness | 3.6556 | 26.36*** |
Persistence:
0.995
Half-life:
137 days
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