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V-Lab

Cardinal Infrastructure Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

74.70%

decreased by 7.57%

1 Week

79.53%

decreased by 2.74%

1 Month

93.45%

increased by 11.18%

Analysis last updated: Wednesday, August 5, 2026 at 09:21 PM UTC

Date Range:

from

to

6M ·

All

graph of Cardinal Infrastructure Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 10, 2025 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 3.68 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

68.2358
2.97***
α

ARCH

Response to squared shocks

0.1413
11.62***
β

GARCH

Volatility persistence

0.9668
92.33***
ν

DF

Student-t tail thickness

3.6846
6.53***

Persistence:

0.967

Half-life:

21 days