Skip to main content
V-Lab

VenHub Global Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

83.91%

decreased by 6.96%

1 Week

106.38%

increased by 15.51%

1 Month

165.90%

increased by 75.03%

Analysis last updated: Friday, August 7, 2026 at 10:17 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 7, 2026

Model Insight

With persistence 0.992, volatility shocks have a half-life of 85 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 = 3.83 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

1,083.5010
5.77***
α

ARCH

Response to squared shocks

0.2736
20.16***
β

GARCH

Volatility persistence

0.9919
815.71***
ν

DF

Student-t tail thickness

3.8343
7.31***

Persistence:

0.992

Half-life:

85 days