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Kafr El-Zayat Pesticides & Chemicals Co GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

1,795.95%

increased by 216.48%

1 Week

1,794.39%

increased by 214.92%

1 Month

1,788.17%

increased by 208.70%

Analysis last updated: Tuesday, July 14, 2026 at 06:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kafr El-Zayat Pesticides & Chemicals Co GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 14, 1996 to Jul 9, 2026

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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1,669.2990
8.97***
α

ARCH

Response to squared shocks

0.0858
220.03***
β

GARCH

Volatility persistence

0.9990
8,763.16***
ν

DF

Student-t tail thickness

2.0001

Persistence:

0.999

Half-life:

693 days