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V-Lab

Bladex Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

27.71%

increased by 0.98%

1 Week

28.11%

increased by 1.38%

1 Month

29.45%

increased by 2.72%

Analysis last updated: Friday, July 24, 2026 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bladex Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 24, 1992 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days. Returns follow a Student-t distribution with v = 3.78 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

4.9982
4.83***
α

ARCH

Response to squared shocks

0.0999
29.49***
β

GARCH

Volatility persistence

0.9767
206.14***
ν

DF

Student-t tail thickness

3.7762
14.72***

Persistence:

0.977

Half-life:

29 days