NextBoat Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, July 16th, 2026
1 Day
104.00%
unchanged at 0.00%
1 Week
104.00%
unchanged at 0.00%
1 Month
104.00%
unchanged at 0.00%
Analysis last updated: Wednesday, July 15, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2025 to Jul 10, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 260 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.06 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 | 42.9227 | 0.12 |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9973 | 3.80*** |
ν DF Student-t tail thickness | 3.0616 | 0.18 |
Persistence:
0.997
Half-life:
260 days
Other NextBoat Inc Analyses
Other GAS-GARCH Student T Analyses on Equities