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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of AI Financial Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 7, 1991 to Jul 24, 2026

Model 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

ParameterValuet-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