Onterris Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
58.88%
decreased by 0.88%
1 Week
59.35%
decreased by 0.41%
1 Month
60.65%
increased by 0.89%
Analysis last updated: Friday, July 10, 2026 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 24, 2020 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 12 trading days, meaning a shock loses half its impact after approximately 12 days. Returns follow a Student-t distribution with v = 4.60 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 | 15.8839 | 4.09*** |
α ARCH Response to squared shocks | 0.0409 | 4.76*** |
β GARCH Volatility persistence | 0.9459 | 52.59*** |
ν DF Student-t tail thickness | 4.6036 | 1.32 |
Persistence:
0.946
Half-life:
12 days
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