V-Lab
Cyanotech Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
82,390.01%
decreased by 14,912.80%
1 Week
82,307.66%
decreased by 14,995.15%
1 Month
81,979.63%
decreased by 15,323.18%
Analysis last updated: Wednesday, July 22, 2026 at 10:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 22, 1991 to Jul 10, 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.9593 | 6.15*** |
α ARCH Response to squared shocks | 0.1128 | 37.37*** |
β GARCH Volatility persistence | 0.9990 | 7,568.18*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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