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V-Lab

Society Pass Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

1,083.09%

decreased by 493.10%

1 Week

1,044.41%

decreased by 531.78%

1 Month

915.16%

decreased by 661.03%

Analysis last updated: Saturday, August 22, 2026 at 01:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Society Pass Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 9, 2021 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 17 trading days, meaning a shock loses half its impact after approximately 17 days. Returns follow a Student-t distribution with v = 2.29 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

492.8993
2.57**
α

ARCH

Response to squared shocks

0.2114
39.77***
β

GARCH

Volatility persistence

0.9591
63.46***
ν

DF

Student-t tail thickness

2.2856
73.29***

Persistence:

0.959

Half-life:

17 days