V-Lab
MindForge Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 24th, 2026
1 Day
304.01%
decreased by 41.48%
1 Week
301.77%
decreased by 43.72%
1 Month
293.28%
decreased by 52.21%
Analysis last updated: Friday, July 24, 2026 at 02:19 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 29, 2024 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 62 trading days, meaning a shock loses half its impact after approximately 62 days. 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 121.5809 | 5.51*** |
α ARCH Response to squared shocks | 0.1161 | 34.02*** |
β GARCH Volatility persistence | 0.9889 | 627.86*** |
ν DF Student-t tail thickness | 3.4293 | 23.13*** |
Persistence:
0.989
Half-life:
62 days
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