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V-Lab

Liberty Defense Holdings Ltd GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 16th, 2026

1 Day

240.32%

increased by 67.86%

1 Week

243.36%

increased by 70.90%

1 Month

254.99%

increased by 82.53%

Analysis last updated: Wednesday, July 15, 2026 at 09:38 PM UTC

Date Range:

from

to

6M ·

All

graph of Liberty Defense Holdings Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2026 to Jul 10, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.02 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

1,569.1580
7.13***
α

ARCH

Response to squared shocks

0.2007
16.79***
β

GARCH

Volatility persistence

0.9978
1,588.88***
ν

DF

Student-t tail thickness

2.0180
1,582.72***

Persistence:

0.998

Half-life:

317 days