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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

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 7, 2026

Model 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

ParameterValuet-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