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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Jul 3, 2026Model 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
| Parameter | Value | t-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
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