V-Lab
Keel Infrastructure Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
118.04%
decreased by 3.21%
1 Week
116.15%
decreased by 5.10%
1 Month
111.34%
decreased by 9.91%
Analysis last updated: Wednesday, August 5, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 7.01 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 | 43.1339 | 7.79*** |
α ARCH Response to squared shocks | 0.0458 | 4.99*** |
β GARCH Volatility persistence | 0.9217 | 57.31*** |
ν DF Student-t tail thickness | 7.0130 | 0.70 |
Persistence:
0.922
Half-life:
8 days
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