V-Lab
Remark Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
60.63%
decreased by 5.29%
1 Week
63.34%
decreased by 2.58%
1 Month
73.04%
increased by 7.12%
Analysis last updated: Saturday, August 22, 2026 at 02:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 10, 2003 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 283 trading days (~1.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.96 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 | 287.8277 | 7.29*** |
α ARCH Response to squared shocks | 0.0955 | 108.13*** |
β GARCH Volatility persistence | 0.9976 | 3,303.16*** |
ν DF Student-t tail thickness | 2.9558 | 153.98*** |
Persistence:
0.998
Half-life:
283 days
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