V-Lab
Cargills Ceylon PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
225.31%
increased by 7.72%
1 Week
230.76%
increased by 13.17%
1 Month
251.12%
increased by 33.53%
Analysis last updated: Tuesday, August 25, 2026 at 08:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 31, 1994 to Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.01 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 | 2,629.1011 | 7.46*** |
α ARCH Response to squared shocks | 0.0976 | 117.44*** |
β GARCH Volatility persistence | 0.9980 | 3,794.54*** |
ν DF Student-t tail thickness | 2.0053 |
Persistence:
0.998
Half-life:
340 days
Other Cargills Ceylon PLC Analyses
Other GAS-GARCH Student T Analyses on International Equities