V-Lab
Hedge Logistica Fundo de Investimento Imobiliario GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, October 1st, 2026
1 Day
43.39%
increased by 1.72%
1 Week
46.77%
increased by 5.10%
1 Month
54.55%
increased by 12.88%
Analysis last updated: Thursday, October 1, 2026 at 10:24 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 5, 2020 to Sep 25, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.03 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 = 2.03 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 16.7658 | 0.61 |
| αARCH | 0.1469 | 4.71*** |
| βGARCH | 0.9304 | 8.28*** |
| νDF | 2.0329 | 66.67*** |
0.930
Persistence10d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 16.7658 | 0.61 |
α ARCH Response to squared shocks | 0.1469 | 4.71*** |
β GARCH Volatility persistence | 0.9304 | 8.28*** |
ν DF Student-t tail thickness | 2.0329 | 66.67*** |
Persistence:
0.930
Half-life:
10 days
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