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V-Lab

Epsilon Energy Ltd. GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

40.76%

increased by 5.49%

1 Week

41.22%

increased by 5.95%

1 Month

42.21%

increased by 6.94%

Analysis last updated: Tuesday, August 25, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Epsilon Energy Ltd. GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 12, 2013 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 4.24 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

7.4401
8.46***
α

ARCH

Response to squared shocks

0.1130
12.85***
β

GARCH

Volatility persistence

0.9037
73.83***
ν

DF

Student-t tail thickness

4.2402
5.25***

Persistence:

0.904

Half-life:

7 days