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V-Lab

Sonda S.A. GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

18.88%

increased by 0.78%

1 Week

19.48%

increased by 1.38%

1 Month

21.32%

increased by 3.22%

Analysis last updated: Wednesday, August 26, 2026 at 07:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sonda S.A. GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 9, 2006 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days. Returns follow a Student-t distribution with v = 4.18 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.9296
5.58***
α

ARCH

Response to squared shocks

0.0840
19.47***
β

GARCH

Volatility persistence

0.9689
161.68***
ν

DF

Student-t tail thickness

4.1796
7.93***

Persistence:

0.969

Half-life:

22 days