V-Lab
Abans Finance PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
379.28%
increased by 40.07%
1 Week
387.88%
increased by 48.67%
1 Month
417.82%
increased by 78.61%
Analysis last updated: Sunday, August 23, 2026 at 12:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 5, 2011 to Aug 21, 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 | 1,542.8723 | 3.30*** |
α ARCH Response to squared shocks | 0.0508 | 55.25*** |
β GARCH Volatility persistence | 0.9863 | 218.51*** |
ν DF Student-t tail thickness | 2.0070 | 2,818.84*** |
Persistence:
0.986
Half-life:
50 days
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