Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

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 Aug 21, 2026

Model 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

ParameterValuet-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