BARK Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
55.42%
decreased by 2.49%
1 Week
58.72%
increased by 0.81%
1 Month
66.03%
increased by 8.12%
Analysis last updated: Friday, October 23, 2026 at 10:58 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 4.33 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 8-day half-lifev = 4.33 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 22.3265 | 1.26 |
| αscore | 0.0947 | 1.88* |
| βpersistence | 0.9186 | 11.45*** |
| νDF | 4.3295 | 0.77 |
0.919
Persistence8d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 22.3265 | 1.26 |
α score Weight on the scaled score | 0.0947 | 1.88* |
β persistence Volatility persistence | 0.9186 | 11.45*** |
ν DF Student-t tail thickness | 4.3295 | 0.77 |
Persistence:
0.919
Half-life:
8 days
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