V-Lab
Boost Run Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
382.41%
decreased by 134.72%
1 Week
378.32%
decreased by 138.81%
1 Month
362.67%
decreased by 154.46%
Analysis last updated: Friday, August 21, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 21, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.03 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 7.3662 | 7.33*** |
α ARCH Response to squared shocks | 0.1848 | 50.35*** |
β GARCH Volatility persistence | 0.9891 | 696.06*** |
ν DF Student-t tail thickness | 2.0289 | 3,298.99*** |
Persistence:
0.989
Half-life:
63 days
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