V-Lab
Kelly Services Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
41.54%
decreased by 2.37%
1 Week
41.44%
decreased by 2.47%
1 Month
41.10%
decreased by 2.81%
Analysis last updated: Friday, July 24, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 2, 1990 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 34 trading days, meaning a shock loses half its impact after approximately 34 days. Returns follow a Student-t distribution with v = 4.30 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 | 6.0489 | 5.37*** |
α ARCH Response to squared shocks | 0.0682 | 23.70*** |
β GARCH Volatility persistence | 0.9797 | 257.47*** |
ν DF Student-t tail thickness | 4.2993 | 9.16*** |
Persistence:
0.980
Half-life:
34 days
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