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V-Lab

Smith Douglas Homes Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

51.77%

decreased by 0.33%

1 Week

52.38%

increased by 0.28%

1 Month

53.78%

increased by 1.68%

Analysis last updated: Wednesday, August 5, 2026 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Smith Douglas Homes Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 11, 2024 to Jul 31, 2026

Model Insight

Volatility shocks decay with a half-life of 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 6.56 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

12.2122
5.07***
α

ARCH

Response to squared shocks

0.0395
2.56**
β

GARCH

Volatility persistence

0.9131
58.19***
ν

DF

Student-t tail thickness

6.5550
0.36

Persistence:

0.913

Half-life:

8 days