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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Onity Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 25, 1996 to Jul 31, 2026

Model 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

ParameterValuet-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