V-Lab
Boost Run Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
714.66%
increased by 166.14%
1 Week
706.47%
increased by 157.95%
1 Month
675.24%
increased by 126.72%
Analysis last updated: Friday, July 24, 2026 at 09:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Jul 24, 2026Extended Optimization
Convergence Warning
Model Insight
The estimated Student-t degrees of freedom v = 2.02 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 | 12.6358 | 7.19*** |
α ARCH Response to squared shocks | 0.1874 | 49.53*** |
β GARCH Volatility persistence | 0.9884 | 644.74*** |
ν DF Student-t tail thickness | 2.0161 | 5,434.25*** |
Persistence:
0.988
Half-life:
59 days
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