V-Lab
Varopakorn Co GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
518,954.39%
increased by 35,216.74%
1 Week
518,435.67%
increased by 34,698.02%
1 Month
516,369.52%
increased by 32,631.87%
Analysis last updated: Sunday, August 23, 2026 at 02:35 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 17, 1992 to Aug 21, 2026Illiquid Asset
Boundary Parameters
Model 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 | 5.7754 | 13.61*** |
α ARCH Response to squared shocks | 0.1206 | 1,106.46*** |
β GARCH Volatility persistence | 0.9990 | |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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