V-Lab
AI Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
365.31%
decreased by 19.18%
1 Week
364.72%
decreased by 19.77%
1 Month
362.36%
decreased by 22.13%
Analysis last updated: Tuesday, August 25, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.08 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4611 | 16.47*** |
α ARCH Response to squared shocks | 0.0691 | 166.99*** |
β GARCH Volatility persistence | 0.9984 | 8,606.66*** |
ν DF Student-t tail thickness | 2.0795 |
Persistence:
0.998
Half-life:
425 days
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