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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

Date Range:

from

to

6M ·

1Y ·

All

graph of Harvest Tesla Enhncd HGH INM GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 16, 2025 to Jul 24, 2026

Model 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

ParameterValuet-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