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V-Lab

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

Date Range:

from

to

6M ·

All

graph of PowerX Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 19, 2025 to Jul 10, 2026

Model 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

ParameterValuet-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