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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Renatus Tactical Acqu Corp I GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 15, 2025 to Jul 31, 2026

Model 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

ParameterValuet-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