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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2021 to Jul 31, 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 | 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
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