V-Lab
Daito Chemix Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
300.71%
decreased by 28.75%
1 Week
300.45%
decreased by 29.01%
1 Month
299.52%
decreased by 29.94%
Analysis last updated: Wednesday, August 26, 2026 at 08:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 1996 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.02 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 | 342.6953 | 2.54** |
α ARCH Response to squared shocks | 0.0993 | 55.08*** |
β GARCH Volatility persistence | 0.9801 | 119.64*** |
ν DF Student-t tail thickness | 2.0161 | 1,428.87*** |
Persistence:
0.980
Half-life:
35 days
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