Empa Elektronik Sanayi VE Ticaret AS GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 16th, 2026
1 Day
59.43%
decreased by 2.13%
1 Week
66.39%
increased by 4.83%
1 Month
83.42%
increased by 21.86%
Analysis last updated: Friday, October 16, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2026 to Oct 9, 2026Model Insight
Volatility shocks decay with a half-life of 14 trading days, meaning a shock loses half its impact after approximately 14 days. Returns follow a Student-t distribution with v = 200.00 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 14-day half-lifev = 200.00 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 50.6405 | 0.59 |
| αARCH | 0.2197 | 0.98 |
| βGARCH | 0.9501 | 7.88*** |
| νDF | 200.0000 | 0.01 |
0.950
Persistence14d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 50.6405 | 0.59 |
α ARCH Response to squared shocks | 0.2197 | 0.98 |
β GARCH Volatility persistence | 0.9501 | 7.88*** |
ν DF Student-t tail thickness | 200.0000 | 0.01 |
Persistence:
0.950
Half-life:
14 days
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