V-Lab
Gold.com Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
52.28%
decreased by 3.58%
1 Week
51.99%
decreased by 3.87%
1 Month
51.01%
decreased by 4.85%
Analysis last updated: Monday, August 24, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 17, 2014 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 3.86 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 | 8.9233 | 3.79*** |
α ARCH Response to squared shocks | 0.0770 | 14.27*** |
β GARCH Volatility persistence | 0.9668 | 110.08*** |
ν DF Student-t tail thickness | 3.8591 | 5.80*** |
Persistence:
0.967
Half-life:
21 days
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