V-Lab
General Mills Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
33.16%
decreased by 0.98%
1 Week
32.97%
decreased by 1.17%
1 Month
32.23%
decreased by 1.91%
Analysis last updated: Friday, August 21, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Aug 21, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 70 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.94 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 | 1.7568 | 4.41*** |
α ARCH Response to squared shocks | 0.0475 | 26.42*** |
β GARCH Volatility persistence | 0.9901 | 423.66*** |
ν DF Student-t tail thickness | 4.9403 | 7.37*** |
Persistence:
0.990
Half-life:
70 days
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