Guan Chong Bhd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
257,662,628.26%
increased by 27,458,891.54%
1 Week
257,405,034.92%
increased by 27,201,298.20%
1 Month
256,378,930.49%
increased by 26,175,193.77%
Analysis last updated: Tuesday, July 14, 2026 at 07:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 15, 2005 to Jul 13, 2026Illiquid Asset
Extended Optimization
Convergence Warning
+1
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 | 129.3205 | 14.80*** |
α ARCH Response to squared shocks | 0.1748 | 1,028.13*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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