V-Lab
SJ Au Logistica FII GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, October 1st, 2026
1 Day
990.93%
increased by 211.05%
1 Week
998.80%
increased by 218.92%
1 Month
1,021.06%
increased by 241.18%
Analysis last updated: Thursday, October 1, 2026 at 10:30 PM UTC
Press Delete or Backspace to remove this series.
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 11, 2021 to Sep 25, 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
Unreliable tails: v = 2.01 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 4,524.3251 | 0.60 |
| αARCH | 0.1555 | 7.08*** |
| βGARCH | 0.9479 | 11.07*** |
| νDF | 2.0123 | 223.99*** |
0.948
Persistence13d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4,524.3251 | 0.60 |
α ARCH Response to squared shocks | 0.1555 | 7.08*** |
β GARCH Volatility persistence | 0.9479 | 11.07*** |
ν DF Student-t tail thickness | 2.0123 | 223.99*** |
Persistence:
0.948
Half-life:
13 days
Other SJ Au Logistica FII Analyses
Other GAS-GARCH Student T Analyses on Real Estate