V-Lab
Spenda Ltd GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
9,783.82%
decreased by 1,784.75%
1 Week
9,774.04%
decreased by 1,794.53%
1 Month
9,735.09%
decreased by 1,833.48%
Analysis last updated: Wednesday, August 5, 2026 at 05:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 29, 2002 to Jul 31, 2026Model 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 | 8.1155 | 14.51*** |
α ARCH Response to squared shocks | 0.1135 | 667.67*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0001 |
Persistence:
0.999
Half-life:
693 days
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