V-Lab
PowerBank Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
135.89%
increased by 40.32%
1 Week
132.66%
increased by 37.09%
1 Month
123.79%
increased by 28.22%
Analysis last updated: Friday, October 2, 2026 at 10:54 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 2, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 4.16 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 10-day half-lifev = 4.16 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 45.9772 | 0.79 |
| αARCH | 0.1756 | 2.63*** |
| βGARCH | 0.9326 | 10.22*** |
| νDF | 4.1632 | 1.25 |
0.933
Persistence10d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 45.9772 | 0.79 |
α ARCH Response to squared shocks | 0.1756 | 2.63*** |
β GARCH Volatility persistence | 0.9326 | 10.22*** |
ν DF Student-t tail thickness | 4.1632 | 1.25 |
Persistence:
0.933
Half-life:
10 days
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