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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Onterris Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 24, 2020 to Jul 10, 2026

Model 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

ParameterValuet-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