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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 28, 2021 to Aug 21, 2026Model 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
| Parameter | Value | t-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
Other Duolingo Inc Analyses
Other GAS-GARCH Student T Analyses on Equities