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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2026 to Aug 7, 2026Extended 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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