V-Lab
Vinacomin Vang Danh Coal GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
317.71%
increased by 1.67%
1 Week
323.72%
increased by 7.68%
1 Month
344.41%
increased by 28.37%
Analysis last updated: Sunday, August 23, 2026 at 03:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 10, 2011 to Aug 21, 2026Illiquid Asset
Extended Optimization
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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 868.9027 | 3.44*** |
α ARCH Response to squared shocks | 0.1149 | 75.62*** |
β GARCH Volatility persistence | 0.9834 | 198.91*** |
ν DF Student-t tail thickness | 2.0071 | 5,120.16*** |
Persistence:
0.983
Half-life:
41 days
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