V-Lab
Kuaishou Technology GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
2,028,932.89%
decreased by 872,819.90%
1 Week
2,026,904.88%
decreased by 874,847.91%
1 Month
2,018,826.89%
decreased by 882,925.90%
Analysis last updated: Wednesday, August 26, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Mar 16, 2021 to Aug 21, 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
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.6094 | 12.16*** |
α ARCH Response to squared shocks | 0.2174 | 744.66*** |
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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