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V-Lab

Quhuo Ltd GAS-GARCH Student T Volatility Analysis

Inactive

Last recorded values (Tuesday, July 21st, 2026):

1 Day

231.62%

1 Week

229.44%

1 Month

221.45%

Analysis last updated: Monday, July 20, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Quhuo Ltd GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 10, 2020 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days. Returns follow a Student-t distribution with v = 3.00 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

93.8777
3.06***
α

ARCH

Response to squared shocks

0.1107
35.47***
β

GARCH

Volatility persistence

0.9829
200.03***
ν

DF

Student-t tail thickness

3.0042
24.58***

Persistence:

0.983

Half-life:

40 days