V-Lab
Range International Limited GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, September 4th, 2026
1 Day
72.49%
increased by 22.69%
1 Week
72.42%
increased by 22.62%
1 Month
72.13%
increased by 22.33%
Analysis last updated: Friday, September 4, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 22, 2016 to Aug 28, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.71 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | |
α ARCH Response to squared shocks | 0.1655 | 77.24*** |
β GARCH Volatility persistence | 0.9990 | 4,757.14*** |
ν DF Student-t tail thickness | 4.7126 | 60.03*** |
Persistence:
0.999
Half-life:
693 days
Other Range International Limited Analyses
Other GAS-GARCH Student T Analyses on International Equities