V-Lab
Ilkka Oyj GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
195.43%
increased by 3.17%
1 Week
195.05%
increased by 2.79%
1 Month
194.11%
increased by 1.85%
Analysis last updated: Saturday, July 25, 2026 at 11:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 6, 1994 to Jul 24, 2026Extended Optimization
Model Insight
The estimated Student-t degrees of freedom v = 2.01 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 147.4976 | 7.07*** |
α ARCH Response to squared shocks | 0.1165 | 37.01*** |
β GARCH Volatility persistence | 0.9213 | 80.47*** |
ν DF Student-t tail thickness | 2.0118 | 1,623.73*** |
Persistence:
0.921
Half-life:
8 days
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