V-Lab
Guan Chong Bhd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, October 7th, 2026
1 Day
4,160,730.92%
decreased by 515,933.31%
1 Week
4,110,354.90%
decreased by 566,309.33%
1 Month
3,918,797.77%
decreased by 757,866.46%
Analysis last updated: Wednesday, October 7, 2026 at 08:11 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 15, 2005 to Oct 2, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 11.8902 | 8.06*** |
| αARCH | 0.1036 | 138.84*** |
| βGARCH | 0.9878 | 759.86*** |
| νDF | 2.0000 |
0.988
Persistence57d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 11.8902 | 8.06*** |
α ARCH Response to squared shocks | 0.1036 | 138.84*** |
β GARCH Volatility persistence | 0.9878 | 759.86*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.988
Half-life:
57 days
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