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V-Lab

Versant Media Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

44.53%

unchanged at 0.00%

1 Week

44.53%

unchanged at 0.00%

1 Month

44.53%

unchanged at 0.00%

Analysis last updated: Wednesday, July 15, 2026 at 09:53 PM UTC

Date Range:

from

to

6M ·

All

graph of Versant Media Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 5, 2026 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 3.29 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

7.8701
0.22
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8769
0.55
ν

DF

Student-t tail thickness

3.2937
0.26

Persistence:

0.877

Half-life:

5 days