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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

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 Aug 21, 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 = 3.80 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

5.3033
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