V-Lab
Inversora Juramento Sa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
639.20%
increased by 20.42%
1 Week
641.62%
increased by 22.84%
1 Month
650.90%
increased by 32.12%
Analysis last updated: Wednesday, August 26, 2026 at 07:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 30, 2011 to Aug 21, 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2,843.0709 | 6.11*** |
α ARCH Response to squared shocks | 0.0690 | 100.85*** |
β GARCH Volatility persistence | 0.9949 | 1,177.44*** |
ν DF Student-t tail thickness | 2.0016 |
Persistence:
0.995
Half-life:
137 days
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