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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 18, 2006 to Aug 13, 2026Extended 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
| Parameter | Value | t-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
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