V-Lab
Camtek Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
331.10%
increased by 9.68%
1 Week
328.96%
increased by 7.54%
1 Month
320.72%
decreased by 0.70%
Analysis last updated: Wednesday, August 5, 2026 at 07:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 18, 2006 to Jul 31, 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.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 104.3558 | 2.65*** |
α ARCH Response to squared shocks | 0.0321 | 49.84*** |
β GARCH Volatility persistence | 0.9914 | 314.94*** |
ν DF Student-t tail thickness | 2.0502 | 331.58*** |
Persistence:
0.991
Half-life:
81 days
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