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Trust Finance Indonesia Tbk PT GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, July 14th, 2026

1 Day

1,322.90%

decreased by 212.79%

1 Week

1,320.72%

decreased by 214.97%

1 Month

1,312.17%

decreased by 223.52%

Analysis last updated: Tuesday, July 14, 2026 at 08:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Trust Finance Indonesia Tbk PT GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 22, 2003 to Jul 10, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.01 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

3,836.4000
7.84***
α

ARCH

Response to squared shocks

0.1056
92.17***
β

GARCH

Volatility persistence

0.9963
2,316.99***
ν

DF

Student-t tail thickness

2.0092

Persistence:

0.996

Half-life:

187 days