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Havila Kystruten As GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 23rd, 2026

1 Day

46.98%

decreased by 10.81%

1 Week

53.96%

decreased by 3.83%

1 Month

63.91%

increased by 6.12%

Analysis last updated: Thursday, July 23, 2026 at 07:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Havila Kystruten As GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 3, 2021 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 3.10 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

19.4444
5.03***
α

ARCH

Response to squared shocks

0.2087
10.38***
β

GARCH

Volatility persistence

0.8477
29.29***
ν

DF

Student-t tail thickness

3.1031
9.17***

Persistence:

0.848

Half-life:

4 days