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Megachips Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

41.52%

decreased by 2.64%

1 Week

41.86%

decreased by 2.30%

1 Month

43.11%

decreased by 1.05%

Analysis last updated: Sunday, July 26, 2026 at 02:58 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Megachips Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 17, 1998 to Jul 24, 2026

Model Insight

With persistence 0.990, volatility shocks have a half-life of 69 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.93 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

12.5585
3.63***
α

ARCH

Response to squared shocks

0.0735
39.01***
β

GARCH

Volatility persistence

0.9900
363.85***
ν

DF

Student-t tail thickness

3.9335
16.11***

Persistence:

0.990

Half-life:

69 days