G K P Printing & Packaging GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
54.32%
1 Week
55.49%
1 Month
59.90%
Analysis last updated: Sunday, October 25, 2026 at 03:46 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 8, 2019 to Oct 23, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 688 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.34 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 270.9520 | 1.50 |
| αscore | 0.2201 | 11.57*** |
| βpersistence | 0.9990 | 1,486.60*** |
| νDF | 6.3362 | 2.40** |
0.999
Persistence688d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 270.9520 | 1.50 |
α score Weight on the scaled score | 0.2201 | 11.57*** |
β persistence Volatility persistence | 0.9990 | 1,486.60*** |
ν DF Student-t tail thickness | 6.3362 | 2.40** |
Persistence:
0.999
Half-life:
688 days
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