V-Lab
Keel Infrastructure Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
109.69%
increased by 1.70%
1 Week
108.84%
increased by 0.85%
1 Month
106.69%
decreased by 1.30%
Analysis last updated: Tuesday, August 25, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 7.52 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 42.4814 | 8.75*** |
α ARCH Response to squared shocks | 0.0449 | 5.34*** |
β GARCH Volatility persistence | 0.9247 | 64.98*** |
ν DF Student-t tail thickness | 7.5208 | 0.68 |
Persistence:
0.925
Half-life:
9 days
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