Panbrothers Tbk GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 17th, 2026
1 Day
6,315.63%
decreased by 694.82%
1 Week
6,309.31%
decreased by 701.14%
1 Month
6,284.17%
decreased by 726.28%
Analysis last updated: Friday, July 17, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 20, 1990 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 | 0.0579 | 16.91*** |
α ARCH Response to squared shocks | 0.0750 | 713.93*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0001 |
Persistence:
0.999
Half-life:
693 days
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