V-Lab
MindForge Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
245.16%
increased by 6.70%
1 Week
243.94%
increased by 5.48%
1 Month
239.32%
increased by 0.86%
Analysis last updated: Friday, September 11, 2026 at 11:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Sep 11, 2026Model Insight
With persistence 0.990, volatility shocks have a half-life of 69 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.43 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
High persistence: persistence 0.990, shock half-life ~69 daysv = 3.43 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 118.7357 | 1.45 |
| αARCH | 0.1080 | 8.82*** |
| βGARCH | 0.9900 | 176.66*** |
| νDF | 3.4306 | 6.63*** |
0.990
Persistence69d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 118.7357 | 1.45 |
α ARCH Response to squared shocks | 0.1080 | 8.82*** |
β GARCH Volatility persistence | 0.9900 | 176.66*** |
ν DF Student-t tail thickness | 3.4306 | 6.63*** |
Persistence:
0.990
Half-life:
69 days
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