V-Lab
Cargills Ceylon PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, September 21st, 2026
1 Day
236.00%
increased by 5.53%
1 Week
241.98%
increased by 11.51%
1 Month
264.32%
increased by 33.85%
Analysis last updated: Sunday, September 20, 2026 at 01:34 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 1994 to Sep 18, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.00 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 3,355.5264 | 1.96** |
| αARCH | 0.0968 | 29.22*** |
| βGARCH | 0.9982 | 1,124.08*** |
| νDF | 2.0045 | 9,153.18*** |
0.998
Persistence382d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3,355.5264 | 1.96** |
α ARCH Response to squared shocks | 0.0968 | 29.22*** |
β GARCH Volatility persistence | 0.9982 | 1,124.08*** |
ν DF Student-t tail thickness | 2.0045 | 9,153.18*** |
Persistence:
0.998
Half-life:
382 days
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