V-Lab
Smart Powerr Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
464.61%
decreased by 118.78%
1 Week
458.03%
decreased by 125.36%
1 Month
435.12%
decreased by 148.27%
Analysis last updated: Saturday, August 22, 2026 at 01:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 4, 2001 to Aug 21, 2026Extended Optimization
Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. Returns follow a Student-t distribution with v = 2.17 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 387.5937 | 7.80*** |
α ARCH Response to squared shocks | 0.1484 | 100.48*** |
β GARCH Volatility persistence | 0.9736 | 313.67*** |
ν DF Student-t tail thickness | 2.1659 | 385.25*** |
Persistence:
0.974
Half-life:
26 days
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