V-Lab
Vivakor Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 14th, 2026
1 Day
173.71%
increased by 16.13%
1 Week
177.72%
increased by 20.14%
1 Month
190.45%
increased by 32.87%
Analysis last updated: Friday, September 11, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 15, 2022 to Sep 11, 2026Model Insight
Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 3.14 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
Shock decay: Shocks decay with a 24-day half-lifev = 3.14 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 222.0890 | 0.76 |
| αARCH | 0.2132 | 8.75*** |
| βGARCH | 0.9720 | 28.05*** |
| νDF | 3.1370 | 5.84*** |
0.972
Persistence24d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 222.0890 | 0.76 |
α ARCH Response to squared shocks | 0.2132 | 8.75*** |
β GARCH Volatility persistence | 0.9720 | 28.05*** |
ν DF Student-t tail thickness | 3.1370 | 5.84*** |
Persistence:
0.972
Half-life:
24 days
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