V-Lab
Red Sea Housing Services GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, August 25th, 2026
1 Day
375.18%
increased by 12.01%
1 Week
376.22%
increased by 13.05%
1 Month
380.33%
increased by 17.16%
Analysis last updated: Tuesday, August 25, 2026 at 08:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 5, 2007 to Aug 20, 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 | 2,112.5200 | 10.75*** |
α ARCH Response to squared shocks | 0.0492 | 100.94*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0064 |
Persistence:
0.999
Half-life:
693 days
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