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V-Lab

Poet Technologies Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

137.54%

increased by 16.05%

1 Week

134.91%

increased by 13.42%

1 Month

126.71%

increased by 5.22%

Analysis last updated: Friday, July 24, 2026 at 09:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Poet Technologies Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 3, 2014 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 3.95 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

42.3824
5.09***
α

ARCH

Response to squared shocks

0.1323
19.32***
β

GARCH

Volatility persistence

0.9544
105.58***
ν

DF

Student-t tail thickness

3.9455
9.50***

Persistence:

0.954

Half-life:

15 days