V-Lab
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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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 10, 2021 to Sep 25, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 149.4691 | 2.30** |
| αARCH | 0.1499 | 20.36*** |
| βGARCH | 0.9969 | 740.05*** |
| νDF | 2.0015 |
0.997
Persistence220d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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