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V-Lab

Nodestream Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

174.04%

increased by 15.81%

1 Week

166.99%

increased by 8.76%

1 Month

151.08%

decreased by 7.15%

Analysis last updated: Wednesday, August 5, 2026 at 05:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nodestream Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 12, 2016 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 2.87 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

70.4267
5.05***
α

ARCH

Response to squared shocks

0.0850
8.07***
β

GARCH

Volatility persistence

0.8935
38.04***
ν

DF

Student-t tail thickness

2.8692
6.45***

Persistence:

0.893

Half-life:

6 days