V-Lab
Society Pass Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 11th, 2026
1 Day
2,019.27%
increased by 287.66%
1 Week
1,892.41%
increased by 160.80%
1 Month
1,507.11%
decreased by 224.50%
Analysis last updated: Tuesday, August 11, 2026 at 09:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 9, 2021 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 2.34 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 | 331.9959 | 2.37** |
α ARCH Response to squared shocks | 0.2274 | 24.21*** |
β GARCH Volatility persistence | 0.9336 | 33.74*** |
ν DF Student-t tail thickness | 2.3378 | 43.04*** |
Persistence:
0.934
Half-life:
10 days
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