Skip to main content
V-Lab

Prosus Nv GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

38.19%

decreased by 1.53%

1 Week

38.23%

decreased by 1.49%

1 Month

38.36%

decreased by 1.36%

Analysis last updated: Wednesday, August 26, 2026 at 09:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Prosus Nv GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 11, 2019 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 33 trading days, meaning a shock loses half its impact after approximately 33 days. Returns follow a Student-t distribution with v = 4.42 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

6.0661
2.82***
α

ARCH

Response to squared shocks

0.0545
11.23***
β

GARCH

Volatility persistence

0.9795
131.20***
ν

DF

Student-t tail thickness

4.4155
3.26***

Persistence:

0.980

Half-life:

33 days