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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Jul 24, 2026Model 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
| Parameter | Value | t-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
Other Vivakor Inc Analyses
Other GAS-GARCH Student T Analyses on Equities