V-Lab
Coil GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
91.11%
unchanged at 0.00%
1 Week
120.13%
increased by 29.02%
1 Month
195.21%
increased by 104.10%
Analysis last updated: Saturday, July 25, 2026 at 11:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 7, 1999 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 | 2,329.5960 | 6.97*** |
α ARCH Response to squared shocks | 0.1489 | 182.04*** |
β GARCH Volatility persistence | 0.9947 | 1,356.99*** |
ν DF Student-t tail thickness | 2.0083 |
Persistence:
0.995
Half-life:
130 days
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