Hu Group Holdings Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
26.25%
decreased by 0.80%
1 Week
26.51%
decreased by 0.54%
1 Month
27.46%
increased by 0.41%
Analysis last updated: Sunday, July 19, 2026 at 01:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 4, 1990 to Jul 17, 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 | 5.2779 | 4.26*** |
α ARCH Response to squared shocks | 0.0585 | 41.62*** |
β GARCH Volatility persistence | 0.9892 | 397.74*** |
ν DF Student-t tail thickness | 3.7872 | 14.86*** |
Persistence:
0.989
Half-life:
64 days
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