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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

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 Jul 31, 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 = 2.34 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

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