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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gold.com Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 17, 2014 to Aug 21, 2026

Model 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

ParameterValuet-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