Oklo Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
71.98%
1 Week
71.83%
1 Month
71.22%
Analysis last updated: Friday, October 23, 2026 at 11:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 8, 2021 to Oct 23, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 311 trading days (~1.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.50 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 0.8685 | 2.44** |
| αscore | 0.1120 | 9.92*** |
| βpersistence | 0.9978 | 950.26*** |
| νDF | 3.4981 | 21.36*** |
0.998
Persistence311d
Half-lifeGAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 0.8685 | 2.44** |
α score Weight on the scaled score | 0.1120 | 9.92*** |
β persistence Volatility persistence | 0.9978 | 950.26*** |
ν DF Student-t tail thickness | 3.4981 | 21.36*** |
Persistence:
0.998
Half-life:
311 days
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