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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Smart Powerr Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 4, 2001 to Aug 21, 2026
Extended 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

ParameterValuet-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