V-Lab
Buda Juice Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
76.13%
decreased by 3.45%
1 Week
75.97%
decreased by 3.61%
1 Month
75.60%
decreased by 3.98%
Analysis last updated: Friday, August 21, 2026 at 11:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 8, 2026 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 36.21 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 | 22.4304 | 12.35*** |
α ARCH Response to squared shocks | 0.0718 | 2.22** |
β GARCH Volatility persistence | 0.9040 | 22.62*** |
ν DF Student-t tail thickness | 36.2071 | 0.06 |
Persistence:
0.904
Half-life:
7 days
Other Buda Juice Inc Analyses
Other GAS-GARCH Student T Analyses on Equities