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V-Lab

CAR Mate MFG Co Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

62.44%

increased by 5.74%

1 Week

64.66%

increased by 7.96%

1 Month

72.64%

increased by 15.94%

Analysis last updated: Sunday, August 23, 2026 at 12:08 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CAR Mate MFG Co Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 20, 1995 to Aug 21, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.05 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

139.9669
6.11***
α

ARCH

Response to squared shocks

0.0725
139.64***
β

GARCH

Volatility persistence

0.9955
1,420.08***
ν

DF

Student-t tail thickness

2.0494
2,640.93***

Persistence:

0.995

Half-life:

153 days