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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Brand Engagement Network Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 2, 2021 to Aug 21, 2026
Extended 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

ParameterValuet-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