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V-Lab

BARK Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

68.44%

decreased by 3.08%

1 Week

69.31%

decreased by 2.21%

1 Month

71.53%

increased by 0.01%

Analysis last updated: Friday, August 21, 2026 at 10:27 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 Aug 21, 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 = 3.94 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

22.3734
4.10***
α

ARCH

Response to squared shocks

0.0879
7.71***
β

GARCH

Volatility persistence

0.9334
47.69***
ν

DF

Student-t tail thickness

3.9417
3.71***

Persistence:

0.933

Half-life:

10 days