V-Lab
Brand Engagement Network Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
1,207.09%
increased by 39.79%
1 Week
1,202.96%
increased by 35.66%
1 Month
1,186.68%
increased by 19.38%
Analysis last updated: Friday, July 24, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 2, 2021 to Jul 24, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.01 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 103.0198 | 8.88*** |
α ARCH Response to squared shocks | 0.1476 | 80.37*** |
β GARCH Volatility persistence | 0.9965 | 2,671.61*** |
ν DF Student-t tail thickness | 2.0054 |
Persistence:
0.997
Half-life:
198 days
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