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T42 LoT Tracking Solutions PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

326.37%

decreased by 50.12%

1 Week

364.36%

decreased by 12.13%

1 Month

480.26%

increased by 103.77%

Analysis last updated: Tuesday, August 11, 2026 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of T42 LoT Tracking Solutions PLC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 27, 2013 to Jul 31, 2026

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

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5,399.8220
3.88***
α

ARCH

Response to squared shocks

0.1359
122.35***
β

GARCH

Volatility persistence

0.9894
354.76***
ν

DF

Student-t tail thickness

2.0037

Persistence:

0.989

Half-life:

65 days