V-Lab
Square Textiles PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Sunday, September 13th, 2026
1 Day
140,590.19%
increased by 38,727.90%
1 Week
140,449.68%
increased by 38,587.39%
1 Month
139,889.93%
increased by 38,027.64%
Analysis last updated: Friday, September 11, 2026 at 06:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 22, 2002 to Sep 10, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0000 | |
| αARCH | 0.2085 | 260.35*** |
| βGARCH | 0.9990 | 1,471.28*** |
| νDF | 2.0000 |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | |
α ARCH Response to squared shocks | 0.2085 | 260.35*** |
β GARCH Volatility persistence | 0.9990 | 1,471.28*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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