V-Lab
Daito Chemix Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
379.39%
decreased by 33.30%
1 Week
377.27%
decreased by 35.42%
1 Month
369.74%
decreased by 42.95%
Analysis last updated: Wednesday, August 5, 2026 at 07:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 1996 to Jul 31, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.01 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 | 405.1851 | 2.52** |
α ARCH Response to squared shocks | 0.0998 | 56.14*** |
β GARCH Volatility persistence | 0.9805 | 121.56*** |
ν DF Student-t tail thickness | 2.0139 | 1,690.92*** |
Persistence:
0.981
Half-life:
35 days
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