Skip to main content
V-Lab

Camtek Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Sunday, August 16th, 2026

1 Day

313.38%

decreased by 13.64%

1 Week

311.41%

decreased by 15.61%

1 Month

303.86%

decreased by 23.16%

Analysis last updated: Friday, August 14, 2026 at 07:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Camtek Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 18, 2006 to Aug 13, 2026
Extended Optimization

Model 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.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

96.6395
2.70***
α

ARCH

Response to squared shocks

0.0321
50.73***
β

GARCH

Volatility persistence

0.9916
327.81***
ν

DF

Student-t tail thickness

2.0548
314.91***

Persistence:

0.992

Half-life:

82 days