PowerBank Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
72.83%
increased by 4.81%
1 Week
78.32%
increased by 10.30%
1 Month
90.69%
increased by 22.67%
Analysis last updated: Friday, October 23, 2026 at 10:30 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2024 to Oct 23, 2026Model Insight
Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 4.67 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 9-day half-lifev = 4.67 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 46.3401 | 0.92 |
| αscore | 0.1994 | 2.57** |
| βpersistence | 0.9254 | 10.56*** |
| νDF | 4.6672 | 1.11 |
0.925
Persistence9d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 46.3401 | 0.92 |
α score Weight on the scaled score | 0.1994 | 2.57** |
β persistence Volatility persistence | 0.9254 | 10.56*** |
ν DF Student-t tail thickness | 4.6672 | 1.11 |
Persistence:
0.925
Half-life:
9 days
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