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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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