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V-Lab

United Maritime Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

52.97%

decreased by 1.73%

1 Week

54.02%

decreased by 0.68%

1 Month

56.19%

increased by 1.49%

Analysis last updated: Tuesday, July 14, 2026 at 06:33 PM UTC

Date Range:

from

to

6M ·

All

graph of United Maritime Corp GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 9, 2026 to Jul 3, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. Returns follow a Student-t distribution with v = 48.44 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

13.5049
18.39***
α

ARCH

Response to squared shocks

0.0777
4.29***
β

GARCH

Volatility persistence

0.8958
21.35***
ν

DF

Student-t tail thickness

48.4442
0.05

Persistence:

0.896

Half-life:

6 days