Skip to main content
V-Lab

Nodestream Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

144.62%

decreased by 17.09%

1 Week

142.64%

decreased by 19.07%

1 Month

138.13%

decreased by 23.58%

Analysis last updated: Wednesday, August 26, 2026 at 07:15 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 Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 7 trading days, meaning a shock loses half its impact after approximately 7 days. Returns follow a Student-t distribution with v = 2.91 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

70.0747
4.96***
α

ARCH

Response to squared shocks

0.0832
8.51***
β

GARCH

Volatility persistence

0.9040
41.92***
ν

DF

Student-t tail thickness

2.9101
6.49***

Persistence:

0.904

Half-life:

7 days