Skip to main content
V-Lab

Hu Group Holdings Inc GARCH Volatility Analysis

Volatility prediction for Wednesday, August 12th, 2026

1 Day

31.10%

decreased by 0.17%

1 Week

31.37%

increased by 0.10%

1 Month

32.29%

increased by 1.02%

Analysis last updated: Tuesday, August 11, 2026 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hu Group Holdings Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 1990 to Aug 10, 2026

Model Insight

Volatility shocks decay with a half-life of 27 trading days, meaning a shock loses half its impact after approximately 27 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1326
19.48***
α

ARCH

Response to squared shocks

0.0899
31.77***
β

GARCH

Volatility persistence

0.8846
263.44***

Persistence:

0.975

Half-life:

27 days