V-Lab
Dyc Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
831.33%
increased by 100.77%
1 Week
829.00%
increased by 98.44%
1 Month
819.82%
increased by 89.26%
Analysis last updated: Sunday, August 23, 2026 at 12:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 20, 2018 to Aug 21, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.00 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 279.2299 | 10.16*** |
α ARCH Response to squared shocks | 0.1136 | 106.32*** |
β GARCH Volatility persistence | 0.9969 | 3,236.62*** |
ν DF Student-t tail thickness | 2.0042 |
Persistence:
0.997
Half-life:
222 days
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