V-Lab
Xexymix Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
65.89%
decreased by 6.20%
1 Week
65.02%
decreased by 7.07%
1 Month
62.28%
decreased by 9.81%
Analysis last updated: Sunday, July 26, 2026 at 03:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 13, 2020 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 16 trading days, meaning a shock loses half its impact after approximately 16 days. Returns follow a Student-t distribution with v = 3.08 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 | 11.5871 | 3.13*** |
α ARCH Response to squared shocks | 0.0805 | 13.20*** |
β GARCH Volatility persistence | 0.9581 | 71.08*** |
ν DF Student-t tail thickness | 3.0818 | 7.66*** |
Persistence:
0.958
Half-life:
16 days
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