V-Lab
Tron Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
174.27%
decreased by 8.73%
1 Week
163.35%
decreased by 19.65%
1 Month
152.79%
decreased by 30.21%
Analysis last updated: Friday, August 21, 2026 at 10:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 15, 2023 to Aug 21, 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 = 3.23 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 | 87.2787 | 5.74*** |
α ARCH Response to squared shocks | 0.1885 | 5.94*** |
β GARCH Volatility persistence | 0.7049 | 14.88*** |
ν DF Student-t tail thickness | 3.2304 | 4.47*** |
Persistence:
0.705
Half-life:
2 days
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