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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

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 Aug 21, 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 = 3.23 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

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