V-Lab
Onity Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
45.59%
decreased by 4.22%
1 Week
46.30%
decreased by 3.51%
1 Month
48.68%
decreased by 1.13%
Analysis last updated: Wednesday, August 5, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 25, 1996 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days. Returns follow a Student-t distribution with v = 3.41 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 | 14.1509 | 3.83*** |
α ARCH Response to squared shocks | 0.0922 | 28.69*** |
β GARCH Volatility persistence | 0.9775 | 166.73*** |
ν DF Student-t tail thickness | 3.4120 | 15.43*** |
Persistence:
0.978
Half-life:
31 days
Other Onity Group Inc Analyses
Other GAS-GARCH Student T Analyses on Equities