Skip to main content
V-Lab

Virtuix Holdings Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

129.79%

decreased by 13.73%

1 Week

146.56%

increased by 3.04%

1 Month

198.89%

increased by 55.37%

Analysis last updated: Friday, August 7, 2026 at 10:17 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 Aug 7, 2026
Extended Optimization

Model Insight

With persistence 0.996, volatility shocks have a half-life of 182 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.50 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

2,496.4110
3.78***
α

ARCH

Response to squared shocks

0.2753
14.84***
β

GARCH

Volatility persistence

0.9962
1,100.77***
ν

DF

Student-t tail thickness

4.5030
3.96***

Persistence:

0.996

Half-life:

182 days