V-Lab
Kudo Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
34.89%
decreased by 2.82%
1 Week
36.30%
decreased by 1.41%
1 Month
41.15%
increased by 3.44%
Analysis last updated: Saturday, August 22, 2026 at 10:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 15, 1997 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 78 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.35 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 27.3519 | 3.31*** |
α ARCH Response to squared shocks | 0.0829 | 85.21*** |
β GARCH Volatility persistence | 0.9911 | 400.62*** |
ν DF Student-t tail thickness | 2.3542 | 118.63*** |
Persistence:
0.991
Half-life:
78 days
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