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V-Lab

Wealthfront Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

46.84%

decreased by 1.67%

1 Week

53.97%

increased by 5.46%

1 Month

59.42%

increased by 10.91%

Analysis last updated: Friday, August 21, 2026 at 10:20 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 Aug 21, 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 = 4.28 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

14.9778
3.94***
α

ARCH

Response to squared shocks

0.1669
2.68***
β

GARCH

Volatility persistence

0.6908
6.40***
ν

DF

Student-t tail thickness

4.2823
1.15

Persistence:

0.691

Half-life:

2 days