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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 18, 2019 to Aug 21, 2026Model 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
| Parameter | Value | t-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
Other Rocket One Inc Analyses
Other GAS-GARCH Student T Analyses on Equities