V-Lab
Jordan Telecommunications Co PSC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
19.44%
increased by 0.09%
1 Week
20.00%
increased by 0.65%
1 Month
22.06%
increased by 2.71%
Analysis last updated: Wednesday, August 5, 2026 at 07:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 24, 2003 to Jul 30, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 198 trading days (~0.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.47 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 14.1421 | 5.09*** |
α ARCH Response to squared shocks | 0.1442 | 114.17*** |
β GARCH Volatility persistence | 0.9965 | 1,586.79*** |
ν DF Student-t tail thickness | 3.4670 | 64.19*** |
Persistence:
0.997
Half-life:
198 days
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