V-Lab
Renaissance International IPO ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
165,435.45%
increased by 43,380.16%
1 Week
165,270.11%
increased by 43,214.82%
1 Month
164,611.47%
increased by 42,556.18%
Analysis last updated: Saturday, August 22, 2026 at 02:28 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 7, 2014 to Aug 21, 2026Boundary Parameters
Model Insight
The estimated Student-t degrees of freedom v = 2.00 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 | 7.1673 | 2.68*** |
α ARCH Response to squared shocks | 0.2132 | 248.25*** |
β GARCH Volatility persistence | 0.9990 | 3,222.58*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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