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V-Lab

RGC Resources Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

29.89%

decreased by 2.32%

1 Week

30.30%

decreased by 1.91%

1 Month

31.75%

decreased by 0.46%

Analysis last updated: Friday, August 21, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RGC Resources Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 1, 1994 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 63 trading days, meaning a shock loses half its impact after approximately 63 days. Returns follow a Student-t distribution with v = 4.08 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

7.9780
4.75***
α

ARCH

Response to squared shocks

0.0885
46.11***
β

GARCH

Volatility persistence

0.9890
423.93***
ν

DF

Student-t tail thickness

4.0822
20.40***

Persistence:

0.989

Half-life:

63 days