V-Lab
AI Financial Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
268.37%
decreased by 25.54%
1 Week
267.93%
decreased by 25.98%
1 Month
266.19%
decreased by 27.72%
Analysis last updated: Thursday, August 13, 2026 at 09:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 1991 to Aug 7, 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 | 0.4629 | 16.46*** |
α ARCH Response to squared shocks | 0.0692 | 167.45*** |
β GARCH Volatility persistence | 0.9984 | 8,533.07*** |
ν DF Student-t tail thickness | 2.0784 |
Persistence:
0.998
Half-life:
425 days
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