V-Lab
Fonciere Inea S.A. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, October 1st, 2026
1 Day
61.73%
decreased by 9.57%
1 Week
71.04%
decreased by 0.26%
1 Month
98.47%
increased by 27.17%
Analysis last updated: Thursday, October 1, 2026 at 07:45 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 7, 2006 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 283.7486 | 0.74 |
| αARCH | 0.1485 | 35.15*** |
| βGARCH | 0.9908 | 79.81*** |
| νDF | 2.0044 | 3,479.91*** |
0.991
Persistence75d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 283.7486 | 0.74 |
α ARCH Response to squared shocks | 0.1485 | 35.15*** |
β GARCH Volatility persistence | 0.9908 | 79.81*** |
ν DF Student-t tail thickness | 2.0044 | 3,479.91*** |
Persistence:
0.991
Half-life:
75 days
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