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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Hu Group Holdings Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 4, 1990 to Jul 24, 2026

Model 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

ParameterValuet-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