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V-Lab

Genter Capital TAX Qlty Inmd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

3.59%

decreased by 0.04%

1 Week

3.61%

decreased by 0.02%

1 Month

3.66%

increased by 0.03%

Analysis last updated: Monday, August 24, 2026 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Genter Capital TAX Qlty Inmd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 22, 2024 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. Returns follow a Student-t distribution with v = 8.31 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

0.0560
3.15***
α

ARCH

Response to squared shocks

0.0209
1.16
β

GARCH

Volatility persistence

0.9433
8.53***
ν

DF

Student-t tail thickness

8.3085
0.13

Persistence:

0.943

Half-life:

12 days