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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 20, 1995 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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