Camtek Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
337.48%
increased by 6.76%
1 Week
335.29%
increased by 4.57%
1 Month
326.86%
decreased by 3.86%
Analysis last updated: Tuesday, July 14, 2026 at 07:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 18, 2006 to Jul 10, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.05 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 | 112.4710 | 2.62*** |
α ARCH Response to squared shocks | 0.0321 | 49.29*** |
β GARCH Volatility persistence | 0.9913 | 305.58*** |
ν DF Student-t tail thickness | 2.0462 | 350.07*** |
Persistence:
0.991
Half-life:
79 days
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