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V-Lab

Calidi Biotherapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

3,873.96%

increased by 151.02%

1 Week

3,861.73%

increased by 138.79%

1 Month

3,813.45%

increased by 90.51%

Analysis last updated: Wednesday, August 5, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Calidi Biotherapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 10, 2021 to Jul 31, 2026

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

175.7995
9.10***
α

ARCH

Response to squared shocks

0.1536
80.38***
β

GARCH

Volatility persistence

0.9968
2,914.70***
ν

DF

Student-t tail thickness

2.0013

Persistence:

0.997

Half-life:

218 days