V-Lab
Namib Minerals GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
873.76%
increased by 29.89%
1 Week
871.67%
increased by 27.80%
1 Month
863.38%
increased by 19.51%
Analysis last updated: Tuesday, August 25, 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 Aug 21, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.01 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 | 59.3283 | 9.80*** |
α ARCH Response to squared shocks | 0.1814 | 85.03*** |
β GARCH Volatility persistence | 0.9976 | 4,299.79*** |
ν DF Student-t tail thickness | 2.0086 |
Persistence:
0.998
Half-life:
283 days
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