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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2003 to Jul 10, 2026Model 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.
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GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-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
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