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V-Lab

Rocket One Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

98.09%

increased by 18.64%

1 Week

99.30%

increased by 19.85%

1 Month

101.35%

increased by 21.90%

Analysis last updated: Friday, July 24, 2026 at 09:25 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 Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days. Returns follow a Student-t distribution with v = 3.09 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

41.9553
6.66***
α

ARCH

Response to squared shocks

0.1628
15.20***
β

GARCH

Volatility persistence

0.8546
39.98***
ν

DF

Student-t tail thickness

3.0921
10.34***

Persistence:

0.855

Half-life:

4 days