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V-Lab

United Maritime Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 5th, 2026

1 Day

69.64%

decreased by 3.90%

1 Week

68.02%

decreased by 5.52%

1 Month

64.58%

decreased by 8.96%

Analysis last updated: Wednesday, August 5, 2026 at 06:38 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 31, 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 = 12.90 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

14.8401
3.15***
α

ARCH

Response to squared shocks

0.0554
0.84
β

GARCH

Volatility persistence

0.8872
14.33***
ν

DF

Student-t tail thickness

12.8983
0.09

Persistence:

0.887

Half-life:

6 days