V-Lab
Calidi Biotherapeutics Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
2,297.38%
increased by 204.92%
1 Week
2,290.12%
increased by 197.66%
1 Month
2,261.44%
increased by 168.98%
Analysis last updated: Tuesday, August 25, 2026 at 09:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2021 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 157.7792 | 9.14*** |
α ARCH Response to squared shocks | 0.1513 | 80.89*** |
β GARCH Volatility persistence | 0.9968 | 2,906.15*** |
ν DF Student-t tail thickness | 2.0015 |
Persistence:
0.997
Half-life:
217 days
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