Empa Elektronik Sanayi VE Ticaret AS GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, October 30th, 2026
1 Day
104.77%
decreased by 17.01%
1 Week
105.96%
decreased by 15.82%
1 Month
109.31%
decreased by 12.47%
Analysis last updated: Friday, October 30, 2026 at 12:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 26, 2026 to Oct 28, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 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 13-day half-lifev = 200.00 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 53.4835 | 0.63 |
| αscore | 0.2600 | 1.09 |
| βpersistence | 0.9468 | 8.66*** |
| νDF | 200.0000 | 0.02 |
0.947
Persistence13d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 53.4835 | 0.63 |
α score Weight on the scaled score | 0.2600 | 1.09 |
β persistence Volatility persistence | 0.9468 | 8.66*** |
ν DF Student-t tail thickness | 200.0000 | 0.02 |
Persistence:
0.947
Half-life:
13 days
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