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Vivakor Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, September 21st, 2026

1 Day

162.71%

decreased by 28.77%

1 Week

167.49%

decreased by 23.99%

1 Month

182.52%

decreased by 8.96%

Analysis last updated: Friday, September 18, 2026 at 11:00 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 Sep 18, 2026

Model 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 = 3.16 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 = 3.16 · fat tails
ParamValuet-stat
ωconst219.3425
0.77
αARCH0.2134
8.65***
βGARCH0.9718
27.93***
νDF3.1551
5.77***

0.972

Persistence

24d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

219.3425
0.77
α

ARCH

Response to squared shocks

0.2134
8.65***
β

GARCH

Volatility persistence

0.9718
27.93***
ν

DF

Student-t tail thickness

3.1551
5.77***

Persistence:

0.972

Half-life:

24 days