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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 12, 2013 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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