Inversora Juramento Sa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
577.96%
decreased by 57.39%
1 Week
579.34%
decreased by 56.01%
1 Month
584.63%
decreased by 50.72%
Analysis last updated: Saturday, July 18, 2026 at 08:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 2011 to Jul 17, 2026Extended Optimization
Model 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1,946.9860 | 6.05*** |
α ARCH Response to squared shocks | 0.0695 | 100.71*** |
β GARCH Volatility persistence | 0.9949 | 1,155.50*** |
ν DF Student-t tail thickness | 2.0023 |
Persistence:
0.995
Half-life:
135 days
Other Inversora Juramento Sa Analyses
Other GAS-GARCH Student T Analyses on International Equities