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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Asaka Industrial Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 30, 1993 to Aug 21, 2026
Illiquid 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.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-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