Skip to main content
V-Lab

Buda Juice Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

77.71%

increased by 0.59%

1 Week

77.34%

increased by 0.22%

1 Month

76.40%

decreased by 0.72%

Analysis last updated: Friday, July 24, 2026 at 11:06 PM UTC

Date Range:

from

to

6M ·

All

graph of Buda Juice Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 8, 2026 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 24.06 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

22.2765
7.52***
α

ARCH

Response to squared shocks

0.0676
2.03**
β

GARCH

Volatility persistence

0.9283
32.11***
ν

DF

Student-t tail thickness

24.0579
0.08

Persistence:

0.928

Half-life:

9 days