V-Lab
AI Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
322.26%
increased by 27.51%
1 Week
321.74%
increased by 26.99%
1 Month
319.65%
increased by 24.90%
Analysis last updated: Friday, July 24, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Jul 24, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.07 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.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4759 | 16.46*** |
α ARCH Response to squared shocks | 0.0692 | 167.65*** |
β GARCH Volatility persistence | 0.9984 | 8,606.64*** |
ν DF Student-t tail thickness | 2.0738 |
Persistence:
0.998
Half-life:
425 days
Other AI Financial Corp Analyses
Other GAS-GARCH Student T Analyses on Equities