PowerX Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
149.58%
increased by 24.37%
1 Week
149.20%
increased by 23.99%
1 Month
148.72%
increased by 23.51%
Analysis last updated: Thursday, July 16, 2026 at 07:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 19, 2025 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 200.00 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 | 87.4850 | 11.37*** |
α ARCH Response to squared shocks | 0.1416 | 1.80* |
β GARCH Volatility persistence | 0.7863 | 14.55*** |
ν DF Student-t tail thickness | 200.0000 | 0.02 |
Persistence:
0.786
Half-life:
3 days
Other GAS-GARCH Student T Analyses on International Equities