V-Lab
Chandni Machines Private Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
6,220.62%
decreased by 298.17%
1 Week
6,214.41%
decreased by 304.38%
1 Month
6,189.65%
decreased by 329.14%
Analysis last updated: Sunday, July 26, 2026 at 12:57 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 8, 2019 to Jul 24, 2026Boundary Parameters
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 36.0383 | 10.27*** |
α ARCH Response to squared shocks | 0.2067 | 258.69*** |
β GARCH Volatility persistence | 0.9990 | 9,990.00*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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