V-Lab
Camtek Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
302.20%
increased by 14.68%
1 Week
300.32%
increased by 12.80%
1 Month
293.12%
increased by 5.60%
Analysis last updated: Tuesday, August 25, 2026 at 07:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 18, 2006 to Aug 21, 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 | 96.4456 | 2.68*** |
α ARCH Response to squared shocks | 0.0320 | 49.95*** |
β GARCH Volatility persistence | 0.9915 | 319.84*** |
ν DF Student-t tail thickness | 2.0546 | 309.66*** |
Persistence:
0.991
Half-life:
81 days
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