V-Lab
Saudi Arabian Coop Insurance GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, August 23rd, 2026
1 Day
298.50%
increased by 6.37%
1 Week
299.55%
increased by 7.42%
1 Month
303.69%
increased by 11.56%
Analysis last updated: Friday, August 21, 2026 at 08:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 12, 2007 to Aug 20, 2026Extended Optimization
Model 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 | 1,225.6708 | 8.71*** |
α ARCH Response to squared shocks | 0.0541 | 103.46*** |
β GARCH Volatility persistence | 0.9986 | 7,183.91*** |
ν DF Student-t tail thickness | 2.0109 |
Persistence:
0.999
Half-life:
482 days
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