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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2019 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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