V-Lab
Dor Alon Energy In Israel GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
345.29%
increased by 20.27%
1 Week
346.17%
increased by 21.15%
1 Month
349.62%
increased by 24.60%
Analysis last updated: Tuesday, August 25, 2026 at 07:07 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 5, 2005 to Aug 21, 2026Model 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 | 1,673.6892 | 9.38*** |
α ARCH Response to squared shocks | 0.0468 | 116.77*** |
β GARCH Volatility persistence | 0.9990 | 9,165.14*** |
ν DF Student-t tail thickness | 2.0009 |
Persistence:
0.999
Half-life:
693 days
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