Miral Dental Compa GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
459.84%
increased by 9.01%
1 Week
434.59%
decreased by 16.24%
1 Month
411.17%
decreased by 39.66%
Analysis last updated: Tuesday, July 21, 2026 at 07:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 29, 2024 to Jul 16, 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 | 639.5894 | 1.74* |
α ARCH Response to squared shocks | 0.0618 | 1.52 |
β GARCH Volatility persistence | 0.6964 | 7.48*** |
ν DF Student-t tail thickness | 2.0032 | 148.41*** |
Persistence:
0.696
Half-life:
2 days
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