V-Lab
IMV Inc. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
953.57%
decreased by 67.25%
1 Week
954.51%
decreased by 66.31%
1 Month
958.22%
decreased by 62.60%
Analysis last updated: Saturday, July 25, 2026 at 09:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 12, 2009 to Jul 24, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.02 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5,419.3840 | 9.86*** |
α ARCH Response to squared shocks | 0.0515 | 65.94*** |
β GARCH Volatility persistence | 0.9980 | 5,870.75*** |
ν DF Student-t tail thickness | 2.0189 | 6,512.64*** |
Persistence:
0.998
Half-life:
351 days
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