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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 29, 2006 to Jul 17, 2026Model 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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