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V-Lab

Canary HBAR ETF GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

46.76%

increased by 5.06%

1 Week

47.24%

increased by 5.54%

1 Month

49.07%

increased by 7.37%

Analysis last updated: Friday, August 21, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

All

graph of Canary HBAR ETF GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 28, 2025 to Aug 21, 2026

Model Insight

With persistence 0.998, volatility shocks have a half-life of 376 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 7.04 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

56.8388
5.92***
α

ARCH

Response to squared shocks

0.0792
12.91***
β

GARCH

Volatility persistence

0.9982
1,032.22***
ν

DF

Student-t tail thickness

7.0356
1.96**

Persistence:

0.998

Half-life:

376 days