V-Lab
Mauritius Stock Exchange SEMDEX Index GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, August 21st, 2026
1 Day
9,454.14%
decreased by 1,214.29%
1 Week
9,444.69%
decreased by 1,223.74%
1 Month
9,407.05%
decreased by 1,261.38%
Analysis last updated: Friday, August 21, 2026 at 08:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 20, 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 | 1.4086 | 2.93*** |
α ARCH Response to squared shocks | 0.0856 | 32.43*** |
β GARCH Volatility persistence | 0.9990 | 4,540.91*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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