V-Lab
Boost Run Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
729.16%
decreased by 10.68%
1 Week
721.44%
decreased by 18.40%
1 Month
691.89%
decreased by 47.95%
Analysis last updated: Tuesday, August 11, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 8, 2024 to Aug 7, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.04 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 | 5.8543 | 7.40*** |
α ARCH Response to squared shocks | 0.1860 | 49.90*** |
β GARCH Volatility persistence | 0.9893 | 720.55*** |
ν DF Student-t tail thickness | 2.0376 | 2,490.99*** |
Persistence:
0.989
Half-life:
65 days
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