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V-Lab

Ocugen Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

83.70%

decreased by 1.32%

1 Week

86.36%

increased by 1.34%

1 Month

94.47%

increased by 9.45%

Analysis last updated: Tuesday, August 25, 2026 at 09:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ocugen Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 3, 2014 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days. Returns follow a Student-t distribution with v = 3.44 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

56.2316
4.30***
α

ARCH

Response to squared shocks

0.1332
29.15***
β

GARCH

Volatility persistence

0.9674
129.03***
ν

DF

Student-t tail thickness

3.4403
16.86***

Persistence:

0.967

Half-life:

21 days