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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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