Madala Holdings Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
2,882.35%
increased by 531.97%
1 Week
2,879.56%
increased by 529.18%
1 Month
2,868.43%
increased by 518.05%
Analysis last updated: Tuesday, July 14, 2026 at 06:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2008 to Jul 10, 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 | 994.4475 | 8.02*** |
α ARCH Response to squared shocks | 0.1399 | 310.25*** |
β GARCH Volatility persistence | 0.9990 | 7,928.57*** |
ν DF Student-t tail thickness | 2.0001 |
Persistence:
0.999
Half-life:
693 days
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