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V-Lab

Centiel AG GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

261.78%

decreased by 34.23%

1 Week

261.58%

decreased by 34.43%

1 Month

260.77%

decreased by 35.24%

Analysis last updated: Tuesday, July 21, 2026 at 08:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Centiel AG GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 29, 2006 to Jul 17, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.06 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

225.7727
5.31***
α

ARCH

Response to squared shocks

0.0955
125.61***
β

GARCH

Volatility persistence

0.9953
1,199.17***
ν

DF

Student-t tail thickness

2.0567
1,994.83***

Persistence:

0.995

Half-life:

147 days