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Cargills Ceylon PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Friday, September 11th, 2026

1 Day

234.87%

increased by 37.42%

1 Week

240.79%

increased by 43.34%

1 Month

262.88%

increased by 65.43%

Analysis last updated: Friday, September 11, 2026 at 09:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cargills Ceylon PLC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 31, 1994 to Sep 4, 2026

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

Tap to view equation

Unreliable tails: v = 2.00 sits at the infinite-variance boundary
ParamValuet-stat
ωconst3,201.6712
1.93*
αARCH0.0976
29.30***
βGARCH0.9981
1,070.95***
νDF2.0047
8,831.13***

0.998

Persistence

369d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

3,201.6712
1.93*
α

ARCH

Response to squared shocks

0.0976
29.30***
β

GARCH

Volatility persistence

0.9981
1,070.95***
ν

DF

Student-t tail thickness

2.0047
8,831.13***

Persistence:

0.998

Half-life:

369 days