V-Lab
VenHub Global Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
150.38%
increased by 12.69%
1 Week
163.74%
increased by 26.05%
1 Month
206.38%
increased by 68.69%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 30, 2026 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 74 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.13 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 | 996.2796 | 5.55*** |
α ARCH Response to squared shocks | 0.2874 | 17.40*** |
β GARCH Volatility persistence | 0.9907 | 749.99*** |
ν DF Student-t tail thickness | 4.1349 | 6.00*** |
Persistence:
0.991
Half-life:
74 days
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