V-Lab
Trust Finance Indonesia Tbk PT GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
324.06%
increased by 10.06%
1 Week
329.51%
increased by 15.51%
1 Month
349.89%
increased by 35.89%
Analysis last updated: Wednesday, August 5, 2026 at 08:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 22, 2003 to Jul 31, 2026Model Insight
The estimated Student-t degrees of freedom v = 2.02 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2,040.1500 | 7.16*** |
α ARCH Response to squared shocks | 0.1077 | 93.29*** |
β GARCH Volatility persistence | 0.9956 | 1,777.90*** |
ν DF Student-t tail thickness | 2.0154 | 7,328.78*** |
Persistence:
0.996
Half-life:
158 days
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