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V-Lab

ParkerVision Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

108.21%

increased by 17.00%

1 Week

108.30%

increased by 17.09%

1 Month

108.62%

increased by 17.41%

Analysis last updated: Saturday, July 25, 2026 at 09:26 AM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of ParkerVision Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 2, 1993 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 38 trading days, meaning a shock loses half its impact after approximately 38 days. Returns follow a Student-t distribution with v = 3.20 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

48.6147
3.36***
α

ARCH

Response to squared shocks

0.0861
31.40***
β

GARCH

Volatility persistence

0.9817
184.01***
ν

DF

Student-t tail thickness

3.1980
17.82***

Persistence:

0.982

Half-life:

38 days