ChronoScale Holdings Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
223.65%
increased by 49.42%
1 Week
212.54%
increased by 38.31%
1 Month
180.39%
increased by 6.16%
Analysis last updated: Wednesday, July 15, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2014 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 3.11 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 | 48.1103 | 4.30*** |
α ARCH Response to squared shocks | 0.1461 | 18.24*** |
β GARCH Volatility persistence | 0.9316 | 58.72*** |
ν DF Student-t tail thickness | 3.1059 | 12.36*** |
Persistence:
0.932
Half-life:
10 days
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