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V-Lab

Calidi Biotherapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

1,916.55%

increased by 234.60%

1 Week

1,910.33%

increased by 228.38%

1 Month

1,885.79%

increased by 203.84%

Analysis last updated: Friday, July 10, 2026 at 11:44 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 10, 2026
Extended Optimization

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

98.6349
9.04***
α

ARCH

Response to squared shocks

0.1536
80.49***
β

GARCH

Volatility persistence

0.9967
2,807.68***
ν

DF

Student-t tail thickness

2.0023

Persistence:

0.997

Half-life:

211 days