Skip to main content
V-Lab

Koninklijke Vopak NV GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

17.80%

decreased by 0.92%

1 Week

19.10%

increased by 0.38%

1 Month

22.23%

increased by 3.51%

Analysis last updated: Sunday, August 23, 2026 at 01:18 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Koninklijke Vopak NV GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 4, 1999 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 3.91 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

2.8622
8.35***
α

ARCH

Response to squared shocks

0.0998
19.63***
β

GARCH

Volatility persistence

0.9368
120.51***
ν

DF

Student-t tail thickness

3.9116
8.61***

Persistence:

0.937

Half-life:

11 days