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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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