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V-Lab

Onex Corp (Japan) GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

69.03%

decreased by 0.20%

1 Week

70.25%

increased by 1.02%

1 Month

74.50%

increased by 5.27%

Analysis last updated: Tuesday, August 25, 2026 at 07:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Onex Corp (Japan) GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 26, 1997 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 44 trading days, meaning a shock loses half its impact after approximately 44 days. Returns follow a Student-t distribution with v = 2.33 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

40.8443
2.61***
α

ARCH

Response to squared shocks

0.1123
60.29***
β

GARCH

Volatility persistence

0.9843
162.84***
ν

DF

Student-t tail thickness

2.3289
94.48***

Persistence:

0.984

Half-life:

44 days