V-Lab
Oklo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
103.39%
decreased by 13.51%
1 Week
103.10%
decreased by 13.80%
1 Month
101.93%
decreased by 14.97%
Analysis last updated: Friday, August 21, 2026 at 11:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Aug 21, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 237 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 = 2.89 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 | 0.9642 | 9.19*** |
α ARCH Response to squared shocks | 0.1150 | 52.04*** |
β GARCH Volatility persistence | 0.9971 | 3,175.41*** |
ν DF Student-t tail thickness | 2.8885 | 171.49*** |
Persistence:
0.997
Half-life:
237 days
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