V-Lab
Avi Polymers Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 4th, 2026
1 Day
3,315,188.30%
decreased by 18,602.35%
1 Week
3,311,875.11%
decreased by 21,915.54%
1 Month
3,298,675.92%
decreased by 35,114.73%
Analysis last updated: Thursday, June 4, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 15, 2015 to Jun 3, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.00 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 | 2.4588 | 7.77*** |
α ARCH Response to squared shocks | 0.1218 | 34.01*** |
β GARCH Volatility persistence | 0.9990 | 9,699.03*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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