V-Lab
T-Bull SA GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
3,486.55%
increased by 203.29%
1 Week
3,483.11%
increased by 199.85%
1 Month
3,469.39%
increased by 186.13%
Analysis last updated: Wednesday, August 12, 2026 at 06:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 6, 2020 to Aug 7, 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 | 564.3311 | 6.76*** |
α ARCH Response to squared shocks | 0.1220 | 130.52*** |
β GARCH Volatility persistence | 0.9990 | 6,403.85*** |
ν DF Student-t tail thickness | 2.0007 |
Persistence:
0.999
Half-life:
693 days
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