V-Lab
Asaka Industrial Co Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
452.74%
decreased by 5.03%
1 Week
454.09%
decreased by 3.68%
1 Month
459.32%
increased by 1.55%
Analysis last updated: Saturday, August 22, 2026 at 11:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 1993 to Aug 21, 2026Illiquid Asset
Extended 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1,583.5337 | 10.87*** |
α ARCH Response to squared shocks | 0.0785 | 154.79*** |
β GARCH Volatility persistence | 0.9968 | 3,534.91*** |
ν DF Student-t tail thickness | 2.0029 |
Persistence:
0.997
Half-life:
219 days
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