V-Lab
Inlif Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
2,512.63%
increased by 689.55%
1 Week
2,449.65%
increased by 626.57%
1 Month
2,230.41%
increased by 407.33%
Analysis last updated: Wednesday, August 5, 2026 at 09:26 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Jul 31, 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4,072.7970 | 3.24*** |
α ARCH Response to squared shocks | 0.2089 | 48.56*** |
β GARCH Volatility persistence | 0.9695 | 121.83*** |
ν DF Student-t tail thickness | 2.0317 | 670.75*** |
Persistence:
0.970
Half-life:
22 days
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