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Calidi Biotherapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, October 2nd, 2026

1 Day

1,163.85%

decreased by 228.10%

1 Week

1,160.29%

decreased by 231.66%

1 Month

1,146.25%

decreased by 245.70%

Analysis last updated: Thursday, October 1, 2026 at 11:19 PM UTC

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Date Range:

from

10/01/2024

to

10/01/2026

6M ·

1Y ·

2Y ·

5Y ·

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 Sep 25, 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

Unreliable tails: v = 2.00 sits at the infinite-variance boundary
ParamValuet-stat
ωconst149.4691
2.30**
αARCH0.1499
20.36***
βGARCH0.9969
740.05***
νDF2.0015

0.997

Persistence

220d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

149.4691
2.30**
α

ARCH

Response to squared shocks

0.1499
20.36***
β

GARCH

Volatility persistence

0.9969
740.05***
ν

DF

Student-t tail thickness

2.0015

Persistence:

0.997

Half-life:

220 days