V-Lab
Kuaishou Technology GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, September 11th, 2026
1 Day
1,363,855.09%
decreased by 31,061.23%
1 Week
1,362,491.91%
decreased by 32,424.41%
1 Month
1,357,061.97%
decreased by 37,854.35%
Analysis last updated: Friday, September 11, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 16, 2021 to Sep 4, 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 | 2.5225 | 2.90*** |
| αARCH | 0.2817 | 16.48*** |
| βGARCH | 0.9990 | 1,659.47*** |
| νDF | 2.0000 | 4,000.00*** |
0.999
Persistence693d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5225 | 2.90*** |
α ARCH Response to squared shocks | 0.2817 | 16.48*** |
β GARCH Volatility persistence | 0.9990 | 1,659.47*** |
ν DF Student-t tail thickness | 2.0000 | 4,000.00*** |
Persistence:
0.999
Half-life:
693 days
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