Ilkka Oyj GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
222.72%
increased by 42.61%
1 Week
227.37%
increased by 47.26%
1 Month
238.41%
increased by 58.30%
Analysis last updated: Tuesday, July 21, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 6, 1994 to Jul 17, 2026Model 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 | 253.9208 | 7.03*** |
α ARCH Response to squared shocks | 0.1164 | 37.03*** |
β GARCH Volatility persistence | 0.9213 | 80.03*** |
ν DF Student-t tail thickness | 2.0068 | 2,802.80*** |
Persistence:
0.921
Half-life:
8 days
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