V-Lab
Integra Essentia Limited GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
273,301.82%
increased by 34,607.54%
1 Week
273,028.71%
increased by 34,334.43%
1 Month
271,940.56%
increased by 33,246.28%
Analysis last updated: Tuesday, August 25, 2026 at 06:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 20, 2013 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 | 2.2620 | 7.15*** |
α ARCH Response to squared shocks | 0.2896 | 1,565.42*** |
β GARCH Volatility persistence | 0.9990 | 7,992.00*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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