V-Lab
Sofina SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
330.80%
decreased by 11.18%
1 Week
330.66%
decreased by 11.32%
1 Month
330.11%
decreased by 11.87%
Analysis last updated: Saturday, August 22, 2026 at 06:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 12, 2018 to Aug 21, 2026Extended Optimization
Boundary 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 252.8365 | 12.10*** |
α ARCH Response to squared shocks | 0.0930 | 117.63*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0017 |
Persistence:
0.999
Half-life:
693 days
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