V-Lab
Namib Minerals GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 22nd, 2026
1 Day
1,025.95%
increased by 111.00%
1 Week
1,024.19%
increased by 109.24%
1 Month
1,017.23%
increased by 102.28%
Analysis last updated: Monday, September 21, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 29, 2021 to Sep 18, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 139.6632 | 2.67*** |
| αARCH | 0.1757 | 21.85*** |
| βGARCH | 0.9982 | 1,599.73*** |
| νDF | 2.0035 | 8,984.48*** |
0.998
Persistence391d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 139.6632 | 2.67*** |
α ARCH Response to squared shocks | 0.1757 | 21.85*** |
β GARCH Volatility persistence | 0.9982 | 1,599.73*** |
ν DF Student-t tail thickness | 2.0035 | 8,984.48*** |
Persistence:
0.998
Half-life:
391 days
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