Onterris Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
58.73%
decreased by 2.56%
1 Week
60.59%
decreased by 0.70%
1 Month
62.98%
increased by 1.69%
Analysis last updated: Friday, October 23, 2026 at 11:38 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 23, 2020 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 3 trading days, meaning a shock loses half its impact after approximately 3 days. Returns follow a Student-t distribution with v = 4.46 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 3-day half-lifev = 4.46 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 16.5671 | 1.94* |
| αscore | 0.0793 | 1.07 |
| βpersistence | 0.7990 | 5.39*** |
| νDF | 4.4630 | 0.37 |
0.799
Persistence3d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 16.5671 | 1.94* |
α score Weight on the scaled score | 0.0793 | 1.07 |
β persistence Volatility persistence | 0.7990 | 5.39*** |
ν DF Student-t tail thickness | 4.4630 | 0.37 |
Persistence:
0.799
Half-life:
3 days
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