V-Lab
Renatus Tactical Acqu Corp I GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
6.38%
decreased by 0.52%
1 Week
6.58%
decreased by 0.32%
1 Month
7.30%
increased by 0.40%
Analysis last updated: Wednesday, August 5, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 15, 2025 to Jul 31, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.03 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 | 5.1848 | 8.65*** |
α ARCH Response to squared shocks | 0.0866 | 19.56*** |
β GARCH Volatility persistence | 0.9990 | 5,676.14*** |
ν DF Student-t tail thickness | 3.0278 | 38.36*** |
Persistence:
0.999
Half-life:
693 days
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