Centiel AG GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
360.70%
increased by 50.69%
1 Week
359.69%
increased by 49.68%
1 Month
355.71%
increased by 45.70%
Analysis last updated: Tuesday, July 14, 2026 at 08:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 29, 2006 to Jul 10, 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 | 209.2224 | 5.25*** |
α ARCH Response to squared shocks | 0.0956 | 125.64*** |
β GARCH Volatility persistence | 0.9952 | 1,168.12*** |
ν DF Student-t tail thickness | 2.0607 | 1,833.37*** |
Persistence:
0.995
Half-life:
145 days
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