V-Lab
Harvest Tesla Enhncd HGH INM GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
58.90%
decreased by 1.49%
1 Week
59.02%
decreased by 1.37%
1 Month
59.51%
decreased by 0.88%
Analysis last updated: Tuesday, July 28, 2026 at 09:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 16, 2025 to Jul 24, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 280 trading days (~1.1 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.43 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 | 25.6049 | 4.85*** |
α ARCH Response to squared shocks | 0.0386 | 13.70*** |
β GARCH Volatility persistence | 0.9975 | 325.35*** |
ν DF Student-t tail thickness | 6.4299 | 1.35 |
Persistence:
0.998
Half-life:
280 days
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