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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

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 Jul 24, 2026
Extended 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

ParameterValuet-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