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V-Lab

Xexymix Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

67.03%

decreased by 4.83%

1 Week

66.07%

decreased by 5.79%

1 Month

63.05%

decreased by 8.81%

Analysis last updated: Friday, July 17, 2026 at 08:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Xexymix Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 13, 2020 to Jul 16, 2026

Model 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 = 3.07 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

11.6116
3.10***
α

ARCH

Response to squared shocks

0.0807
13.00***
β

GARCH

Volatility persistence

0.9574
69.38***
ν

DF

Student-t tail thickness

3.0676
7.59***

Persistence:

0.957

Half-life:

16 days