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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of BARK Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2020 to Jul 24, 2026

Model 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

ParameterValuet-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