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V-Lab

Kelly Services Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

41.48%

increased by 0.72%

1 Week

41.38%

increased by 0.62%

1 Month

41.06%

increased by 0.30%

Analysis last updated: Friday, August 21, 2026 at 09:58 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 Aug 21, 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 = 4.31 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

6.0495
5.33***
α

ARCH

Response to squared shocks

0.0675
23.70***
β

GARCH

Volatility persistence

0.9801
261.07***
ν

DF

Student-t tail thickness

4.3076
9.12***

Persistence:

0.980

Half-life:

34 days