V-Lab
Oklo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
84.13%
increased by 15.87%
1 Week
83.88%
increased by 15.62%
1 Month
82.92%
increased by 14.66%
Analysis last updated: Friday, July 24, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Jul 24, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 230 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.83 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 | 0.9811 | 9.14*** |
α ARCH Response to squared shocks | 0.1146 | 52.26*** |
β GARCH Volatility persistence | 0.9970 | 3,086.66*** |
ν DF Student-t tail thickness | 2.8289 | 184.58*** |
Persistence:
0.997
Half-life:
230 days
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