V-Lab
Vinacomin Vang Danh Coal GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, July 24th, 2026
1 Day
331.88%
increased by 20.31%
1 Week
343.62%
increased by 32.05%
1 Month
382.96%
increased by 71.39%
Analysis last updated: Friday, July 24, 2026 at 08:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 10, 2011 to Jul 17, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1,446.8890 | 3.48*** |
α ARCH Response to squared shocks | 0.1161 | 80.52*** |
β GARCH Volatility persistence | 0.9842 | 212.01*** |
ν DF Student-t tail thickness | 2.0045 | 8,639.93*** |
Persistence:
0.984
Half-life:
43 days
Other Vinacomin Vang Danh Coal Analyses
Other GAS-GARCH Student T Analyses on International Equities