V-Lab
Mauritius Stock Exchange SEMDEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 14th, 2026
1 Day
21,883.29%
decreased by 2,775.72%
1 Week
21,861.42%
decreased by 2,797.59%
1 Month
21,774.29%
decreased by 2,884.72%
Analysis last updated: Friday, August 14, 2026 at 10:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 13, 2026Boundary 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4135 | 3.33*** |
α ARCH Response to squared shocks | 0.0859 | 37.85*** |
β GARCH Volatility persistence | 0.9990 | 5,257.89*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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