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Rabbit Holdings PCL GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

167,509,233.18%

decreased by 20,898,839.90%

1 Week

167,341,785.58%

decreased by 21,066,287.50%

1 Month

166,674,881.13%

decreased by 21,733,191.95%

Analysis last updated: Sunday, August 23, 2026 at 02:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Rabbit Holdings PCL GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 8, 1993 to Aug 21, 2026
Illiquid Asset
Boundary Parameters

Model 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

9.5325
28.71***
α

ARCH

Response to squared shocks

0.0834
1,813.41***
β

GARCH

Volatility persistence

0.9990
ν

DF

Student-t tail thickness

2.0000

Persistence:

0.999

Half-life:

693 days