Trident Resources Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
118.45%
decreased by 11.29%
1 Week
121.45%
decreased by 8.29%
1 Month
132.54%
increased by 2.80%
Analysis last updated: Saturday, July 18, 2026 at 09:49 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 1, 1998 to Jul 17, 2026Illiquid Asset
Model Insight
With persistence 0.997, volatility shocks have a half-life of 220 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 = 2.88 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 | 510.4532 | 7.21*** |
α ARCH Response to squared shocks | 0.1070 | 90.65*** |
β GARCH Volatility persistence | 0.9969 | 2,402.05*** |
ν DF Student-t tail thickness | 2.8773 | 149.65*** |
Persistence:
0.997
Half-life:
220 days
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