V-Lab
Remark Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 23rd, 2026
1 Day
243.68%
increased by 45.21%
1 Week
243.76%
increased by 45.29%
1 Month
244.04%
increased by 45.57%
Analysis last updated: Thursday, July 23, 2026 at 09:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2003 to Jul 10, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 320 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 267.4822 | 7.54*** |
α ARCH Response to squared shocks | 0.0903 | 101.39*** |
β GARCH Volatility persistence | 0.9978 | 3,867.57*** |
ν DF Student-t tail thickness | 3.1004 | 129.16*** |
Persistence:
0.998
Half-life:
320 days
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