V-Lab
Hu Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
35.98%
decreased by 0.50%
1 Week
35.99%
decreased by 0.49%
1 Month
36.04%
decreased by 0.44%
Analysis last updated: Sunday, August 23, 2026 at 12:01 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Aug 21, 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 = 3.80 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 | 5.3033 | 4.28*** |
α ARCH Response to squared shocks | 0.0587 | 41.45*** |
β GARCH Volatility persistence | 0.9892 | 399.02*** |
ν DF Student-t tail thickness | 3.7985 | 14.82*** |
Persistence:
0.989
Half-life:
64 days
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