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Pineapple Financial Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, September 14th, 2026

1 Day

65.94%

decreased by 3.67%

1 Week

84.83%

increased by 15.22%

1 Month

132.72%

increased by 63.11%

Analysis last updated: Saturday, September 12, 2026 at 12:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Pineapple Financial Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 1, 2023 to Sep 11, 2026

Model Insight

Volatility shocks decay with a half-life of 51 trading days, meaning a shock loses half its impact after approximately 51 days. Returns follow a Student-t distribution with v = 2.71 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

Shock decay: Shocks decay with a 51-day half-lifev = 2.71 · fat tails
ParamValuet-stat
ωconst440.4428
1.16
αARCH0.1990
13.31***
βGARCH0.9865
98.63***
νDF2.7148
13.35***

0.986

Persistence

51d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

440.4428
1.16
α

ARCH

Response to squared shocks

0.1990
13.31***
β

GARCH

Volatility persistence

0.9865
98.63***
ν

DF

Student-t tail thickness

2.7148
13.35***

Persistence:

0.986

Half-life:

51 days