Skip to main content
V-Lab

GMO TECH Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

40.60%

decreased by 15.24%

1 Week

43.76%

decreased by 12.08%

1 Month

54.37%

decreased by 1.47%

Analysis last updated: Saturday, August 22, 2026 at 11:36 PM UTC

Date Range:

from

to

6M ·

All

graph of GMO TECH Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 2025 to Aug 21, 2026
Extended Optimization

Model Insight

With persistence 0.996, volatility shocks have a half-life of 191 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.82 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

152.7041
5.38***
α

ARCH

Response to squared shocks

0.2838
39.41***
β

GARCH

Volatility persistence

0.9964
1,641.46***
ν

DF

Student-t tail thickness

2.8200
20.69***

Persistence:

0.996

Half-life:

191 days