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V-Lab

Duolingo Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

73.91%

decreased by 3.31%

1 Week

73.58%

decreased by 3.64%

1 Month

72.48%

decreased by 4.74%

Analysis last updated: Monday, August 24, 2026 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Duolingo Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 28, 2021 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. Returns follow a Student-t distribution with v = 4.02 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

17.9445
2.34**
α

ARCH

Response to squared shocks

0.0457
6.58***
β

GARCH

Volatility persistence

0.9739
87.04***
ν

DF

Student-t tail thickness

4.0157
2.38**

Persistence:

0.974

Half-life:

26 days