V-Lab
Metaplanet Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
178.44%
increased by 43.91%
1 Week
179.05%
increased by 44.52%
1 Month
181.40%
increased by 46.87%
Analysis last updated: Saturday, August 22, 2026 at 10:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 17, 2004 to Aug 21, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 138 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 = 3.12 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 | 213.3988 | 4.32*** |
α ARCH Response to squared shocks | 0.1612 | 123.23*** |
β GARCH Volatility persistence | 0.9950 | 886.00*** |
ν DF Student-t tail thickness | 3.1228 | 87.49*** |
Persistence:
0.995
Half-life:
138 days
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