V-Lab
BARK Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
63.75%
increased by 2.92%
1 Week
65.44%
increased by 4.61%
1 Month
69.75%
increased by 8.92%
Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 3.77 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 23.2632 | 3.73*** |
α ARCH Response to squared shocks | 0.0904 | 7.77*** |
β GARCH Volatility persistence | 0.9350 | 45.86*** |
ν DF Student-t tail thickness | 3.7694 | 4.04*** |
Persistence:
0.935
Half-life:
10 days
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