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Arab CO. FOR AST M GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

43.47%

increased by 3.45%

1 Week

44.77%

increased by 4.75%

1 Month

49.50%

increased by 9.48%

Analysis last updated: Tuesday, August 25, 2026 at 06:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arab CO. FOR AST M GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 18, 2018 to Aug 20, 2026

Model Insight

With persistence 0.997, volatility shocks have a half-life of 198 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.22 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

72.5724
5.29***
α

ARCH

Response to squared shocks

0.1460
55.93***
β

GARCH

Volatility persistence

0.9965
1,669.19***
ν

DF

Student-t tail thickness

4.2227
25.33***

Persistence:

0.997

Half-life:

198 days