V-Lab
Brand Engagement Network Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
969.86%
increased by 151.09%
1 Week
966.64%
increased by 147.87%
1 Month
953.94%
increased by 135.17%
Analysis last updated: Friday, August 21, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 2, 2021 to Aug 21, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.00 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 | 115.1056 | 8.97*** |
α ARCH Response to squared shocks | 0.1460 | 80.24*** |
β GARCH Volatility persistence | 0.9966 | 2,737.82*** |
ν DF Student-t tail thickness | 2.0048 |
Persistence:
0.997
Half-life:
202 days
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