V-Lab
Cardinal Infrastructure Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
120.23%
increased by 0.07%
1 Week
119.79%
decreased by 0.37%
1 Month
118.33%
decreased by 1.83%
Analysis last updated: Tuesday, August 25, 2026 at 09:20 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 10, 2025 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days. Returns follow a Student-t distribution with v = 3.32 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 | 50.3006 | 2.96*** |
α ARCH Response to squared shocks | 0.0767 | 9.33*** |
β GARCH Volatility persistence | 0.9692 | 112.94*** |
ν DF Student-t tail thickness | 3.3173 | 6.15*** |
Persistence:
0.969
Half-life:
22 days
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