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V-Lab

Wealthfront Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

53.61%

decreased by 3.24%

1 Week

59.51%

increased by 2.66%

1 Month

63.69%

increased by 6.84%

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

Date Range:

from

to

6M ·

All

graph of Wealthfront Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 12, 2025 to Jul 24, 2026

Model Insight

Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. Returns follow a Student-t distribution with v = 4.14 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

16.8621
3.56***
α

ARCH

Response to squared shocks

0.1629
2.18**
β

GARCH

Volatility persistence

0.6599
4.82***
ν

DF

Student-t tail thickness

4.1443
0.99

Persistence:

0.660

Half-life:

2 days