AGNT Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
104.06%
increased by 8.04%
1 Week
104.92%
increased by 8.90%
1 Month
108.28%
increased by 12.26%
Analysis last updated: Wednesday, July 15, 2026 at 09:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 29, 2014 to Jul 10, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.45 degrees of freedom, capturing fatter tails than a normal distribution.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 400.6897 | 7.35*** |
α ARCH Response to squared shocks | 0.0961 | 71.46*** |
β GARCH Volatility persistence | 0.9990 | 7,511.28*** |
ν DF Student-t tail thickness | 3.4527 | 47.28*** |
Persistence:
0.999
Half-life:
693 days
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