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V-Lab

Rocket One Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

62.05%

decreased by 0.76%

1 Week

73.90%

increased by 11.09%

1 Month

91.10%

increased by 28.29%

Analysis last updated: Monday, August 24, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Rocket One Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 18, 2019 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 3.10 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

41.4035
6.60***
α

ARCH

Response to squared shocks

0.1628
15.57***
β

GARCH

Volatility persistence

0.8592
41.08***
ν

DF

Student-t tail thickness

3.0976
10.53***

Persistence:

0.859

Half-life:

5 days