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V-Lab

Ctac NV GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, August 14th, 2026

1 Day

35.48%

decreased by 0.18%

1 Week

35.69%

increased by 0.03%

1 Month

36.17%

increased by 0.51%

Analysis last updated: Friday, August 14, 2026 at 06:43 PM UTC

Date Range:

from

to

6M ·

All

graph of Ctac NV GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 26, 2025 to Jul 24, 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 = 200.00 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

5.3698
10.56***
α

ARCH

Response to squared shocks

0.1145
1.57
β

GARCH

Volatility persistence

0.9157
27.93***
ν

DF

Student-t tail thickness

200.0000
0.02

Persistence:

0.916

Half-life:

8 days