V-Lab
Inlif Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
1,529.06%
increased by 18.80%
1 Week
1,488.04%
decreased by 22.22%
1 Month
1,348.83%
decreased by 161.43%
Analysis last updated: Friday, August 7, 2026 at 09:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 2025 to Aug 7, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.07 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2,018.7110 | 2.97*** |
α ARCH Response to squared shocks | 0.2329 | 50.86*** |
β GARCH Volatility persistence | 0.9650 | 94.05*** |
ν DF Student-t tail thickness | 2.0704 | 279.37*** |
Persistence:
0.965
Half-life:
19 days
Other GAS-GARCH Student T Analyses on Equities