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V-Lab

Virtuix Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

137.07%

decreased by 20.06%

1 Week

150.58%

decreased by 6.55%

1 Month

194.57%

increased by 37.44%

Analysis last updated: Friday, July 24, 2026 at 10:13 PM UTC

Date Range:

from

to

6M ·

All

graph of Virtuix Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 27, 2026 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 194 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.40 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

2,240.3880
3.78***
α

ARCH

Response to squared shocks

0.2558
14.91***
β

GARCH

Volatility persistence

0.9964
1,138.77***
ν

DF

Student-t tail thickness

4.3973
3.93***

Persistence:

0.996

Half-life:

194 days