V-Lab
Onex Corp (Japan) GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
54.62%
decreased by 7.74%
1 Week
56.57%
decreased by 5.79%
1 Month
63.11%
increased by 0.75%
Analysis last updated: Wednesday, August 5, 2026 at 07:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 1997 to Jul 31, 2026Model 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 = 2.34 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 | 39.7390 | 2.62*** |
α ARCH Response to squared shocks | 0.1129 | 60.01*** |
β GARCH Volatility persistence | 0.9843 | 163.73*** |
ν DF Student-t tail thickness | 2.3422 | 91.36*** |
Persistence:
0.984
Half-life:
44 days
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