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V-Lab

Big Digital Energy Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

165.56%

decreased by 11.86%

1 Week

171.88%

decreased by 5.54%

1 Month

192.59%

increased by 15.17%

Analysis last updated: Friday, July 24, 2026 at 09:17 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Big Digital Energy Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 37 trading days, meaning a shock loses half its impact after approximately 37 days. Returns follow a Student-t distribution with v = 2.99 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

338.7573
5.20***
α

ARCH

Response to squared shocks

0.1245
52.25***
β

GARCH

Volatility persistence

0.9812
292.82***
ν

DF

Student-t tail thickness

2.9880
39.09***

Persistence:

0.981

Half-life:

37 days