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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 14, 1996 to Jul 9, 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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