V-Lab
United Maritime Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
62.88%
decreased by 2.29%
1 Week
62.55%
decreased by 2.62%
1 Month
61.90%
decreased by 3.27%
Analysis last updated: Wednesday, August 12, 2026 at 06:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 9, 2026 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days. Returns follow a Student-t distribution with v = 13.46 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 | 14.9354 | 6.62*** |
α ARCH Response to squared shocks | 0.0575 | 2.18** |
β GARCH Volatility persistence | 0.8747 | 18.51*** |
ν DF Student-t tail thickness | 13.4583 | 0.13 |
Persistence:
0.875
Half-life:
5 days
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