V-Lab
Hedge Recebiveis FII GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, October 1st, 2026
1 Day
451.12%
increased by 55.22%
1 Week
450.75%
increased by 54.85%
1 Month
449.29%
increased by 53.39%
Analysis last updated: Thursday, October 1, 2026 at 10:34 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 27, 2021 to Sep 25, 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
Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 537.9163 | 2.48** |
| αARCH | 0.0864 | 16.48*** |
| βGARCH | 0.9975 | 988.64*** |
| νDF | 2.0010 |
0.998
Persistence281d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 537.9163 | 2.48** |
α ARCH Response to squared shocks | 0.0864 | 16.48*** |
β GARCH Volatility persistence | 0.9975 | 988.64*** |
ν DF Student-t tail thickness | 2.0010 |
Persistence:
0.998
Half-life:
281 days
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