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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

Date Range:

from

to

6M ·

All

graph of VenHub Global Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 30, 2026 to Aug 21, 2026

Model 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

ParameterValuet-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