V-Lab
Kuaishou Technology GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, October 7th, 2026
1 Day
120,095.38%
increased by 22,042.89%
1 Week
119,975.35%
increased by 21,922.86%
1 Month
119,497.20%
increased by 21,444.71%
Analysis last updated: Wednesday, October 7, 2026 at 08:44 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 16, 2021 to Oct 2, 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
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Unreliable tails: v = 2.00 sits at the infinite-variance boundary
| Param | Value | t-stat |
|---|---|---|
| ωconst | 2.6389 | 2.55** |
| αARCH | 0.2985 | 9.70*** |
| βGARCH | 0.9990 | 2,296.55*** |
| νDF | 2.0000 | 3,795.07*** |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6389 | 2.55** |
α ARCH Response to squared shocks | 0.2985 | 9.70*** |
β GARCH Volatility persistence | 0.9990 | 2,296.55*** |
ν DF Student-t tail thickness | 2.0000 | 3,795.07*** |
Persistence:
0.999
Half-life:
693 days
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