V-Lab
Trident Resources Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
79.05%
decreased by 2.50%
1 Week
83.84%
increased by 2.29%
1 Month
100.41%
increased by 18.86%
Analysis last updated: Saturday, July 25, 2026 at 09:27 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Jul 24, 2026Illiquid Asset
Extended Optimization
Model Insight
With persistence 0.997, volatility shocks have a half-life of 217 trading days (~0.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.87 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 | 512.2001 | 7.17*** |
α ARCH Response to squared shocks | 0.1079 | 91.14*** |
β GARCH Volatility persistence | 0.9968 | 2,362.13*** |
ν DF Student-t tail thickness | 2.8666 | 151.59*** |
Persistence:
0.997
Half-life:
217 days
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