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V-Lab

Blue Owl Capital Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

20.18%

increased by 4.33%

1 Week

20.42%

increased by 4.57%

1 Month

21.11%

increased by 5.26%

Analysis last updated: Friday, July 10, 2026 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Blue Owl Capital Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 18, 2019 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 13 trading days, meaning a shock loses half its impact after approximately 13 days. Returns follow a Student-t distribution with v = 5.50 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

2.0119
6.53***
α

ARCH

Response to squared shocks

0.1460
15.35***
β

GARCH

Volatility persistence

0.9477
119.90***
ν

DF

Student-t tail thickness

5.5039
4.87***

Persistence:

0.948

Half-life:

13 days