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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Remark Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 10, 2003 to Jul 10, 2026

Model 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

ParameterValuet-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