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V-Lab

Isewan Terminal Service Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

234.11%

increased by 24.35%

1 Week

233.90%

increased by 24.14%

1 Month

233.14%

increased by 23.38%

Analysis last updated: Sunday, July 26, 2026 at 02:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Isewan Terminal Service Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 1, 1993 to Jul 24, 2026
Extended Optimization

Model Insight

The estimated Student-t degrees of freedom v = 2.01 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

200.6467
3.66***
α

ARCH

Response to squared shocks

0.0643
72.29***
β

GARCH

Volatility persistence

0.9886
318.08***
ν

DF

Student-t tail thickness

2.0081
4,218.66***

Persistence:

0.989

Half-life:

60 days