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V-Lab

Tron Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

132.63%

increased by 26.58%

1 Week

141.07%

increased by 35.02%

1 Month

148.44%

increased by 42.39%

Analysis last updated: Friday, July 24, 2026 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Tron Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 15, 2023 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 3.15 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

90.9060
5.39***
α

ARCH

Response to squared shocks

0.1912
5.96***
β

GARCH

Volatility persistence

0.7102
14.19***
ν

DF

Student-t tail thickness

3.1480
4.75***

Persistence:

0.710

Half-life:

2 days