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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 3, 2014 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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