Skip to main content
V-Lab

Vivakor Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

738.72%

increased by 42.61%

1 Week

726.67%

increased by 30.56%

1 Month

682.48%

decreased by 13.63%

Analysis last updated: Friday, July 24, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Vivakor Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 15, 2022 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days. Returns follow a Student-t distribution with v = 3.06 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

308.9129
3.35***
α

ARCH

Response to squared shocks

0.2132
44.89***
β

GARCH

Volatility persistence

0.9808
185.57***
ν

DF

Student-t tail thickness

3.0638
31.60***

Persistence:

0.981

Half-life:

36 days