Kuaishou Technology GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
470,915.90%
decreased by 172,874.37%
1 Week
470,445.21%
decreased by 173,345.06%
1 Month
468,570.29%
decreased by 175,219.98%
Analysis last updated: Tuesday, July 14, 2026 at 08:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 16, 2021 to Jul 13, 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 | 2.6505 | 2.89*** |
α ARCH Response to squared shocks | 0.3225 | 37.61*** |
β GARCH Volatility persistence | 0.9990 | 4,343.48*** |
ν DF Student-t tail thickness | 2.0000 |
Persistence:
0.999
Half-life:
693 days
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