V-Lab
Hu Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
24.94%
increased by 0.05%
1 Week
25.24%
increased by 0.35%
1 Month
26.34%
increased by 1.45%
Analysis last updated: Sunday, July 26, 2026 at 02:37 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 64 trading days, meaning a shock loses half its impact after approximately 64 days. Returns follow a Student-t distribution with v = 3.79 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 | 5.2707 | 4.27*** |
α ARCH Response to squared shocks | 0.0586 | 41.55*** |
β GARCH Volatility persistence | 0.9892 | 396.77*** |
ν DF Student-t tail thickness | 3.7883 | 14.84*** |
Persistence:
0.989
Half-life:
64 days
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