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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 1, 1993 to Jul 24, 2026Extended 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
| Parameter | Value | t-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
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