V-Lab
Gorilla Techno Gro Inc -Redh GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
1,153.23%
increased by 78.87%
1 Week
1,149.56%
increased by 75.20%
1 Month
1,135.10%
increased by 60.74%
Analysis last updated: Friday, July 24, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 9, 2021 to Jul 24, 2026Extended Optimization
Model 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 | 122.3859 | 11.06*** |
α ARCH Response to squared shocks | 0.0869 | 68.57*** |
β GARCH Volatility persistence | 0.9967 | 3,225.70*** |
ν DF Student-t tail thickness | 2.0034 |
Persistence:
0.997
Half-life:
212 days
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