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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kelly Services Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 2, 1990 to Jul 24, 2026

Model 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

ParameterValuet-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