Finance

HUYA Move Probability $2.25 -0.02 (-0.9%)

Real historical back-data analysis: evaluates rolling trading-day windows to determine the probability of a stock touching or closing at your target move.

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Touch Probability (First Passage)
66.5%
Stock touched +5.0% ($2.36) at least once during 14 trading days.
Median first touch: Day 3 of 14
Expiration Close Probability
31.5%
Stock closed at or beyond +5.0% at the end of the 14-day window.
The Touch Multiple
2.11x
You are 2.1x more likely to hit your target during the window than holding until expiration.
1σ Expected Move (68.3%)
±13.4%
$1.95 — $2.55

Historical 14-Day Return Distribution

Frequency of rolling 14-day percentage returns over 508 historical windows (2024-09-23 to 2026-10-21). The colored bar indicates the win zone for +5.0%.

-32.0% to -24.7%: 6 occurrences (1.2%) -28.4% -24.7% to -17.3%: 22 occurrences (4.3%) -17.3% to -9.9%: 77 occurrences (15.2%) -9.9% to -2.6%: 124 occurrences (24.4%) -6.3% -2.6% to +4.8%: 116 occurrences (22.8%) +4.8% to +12.2%: 86 occurrences (16.9%) +12.2% to +19.5%: 29 occurrences (5.7%) 15.8% +19.5% to +26.9%: 28 occurrences (5.5%) +26.9% to +34.3%: 6 occurrences (1.2%) +34.3% to +41.6%: 5 occurrences (1.0%) 37.9% +41.6% to +49.0%: 6 occurrences (1.2%) +49.0% to +56.4%: 1 occurrences (0.2%) +56.4% to +63.7%: 1 occurrences (0.2%) 60.0% +63.7% to +71.1%: 0 occurrences (0.0%) +71.1% to +78.5%: 0 occurrences (0.0%) +78.5% to +85.8%: 1 occurrences (0.2%) 82.1%
Historical returns Target move zone (+5.0%+) Target threshold bin

Probability Breakdown: Empirical vs. Theoretical Models

Comparing actual market back-data against Black-Scholes and Fat-Tail adjustments.

Model / Methodology Touch Probability Expiration Close Probability What It Tells You
Empirical Back-Data (Actual History) 66.5% 31.5% Model-free reality across 508 historical 14-day windows.
Fat-Tail Adjusted (Cornish-Fisher) — 28.4% Adjusts normal bell curve for real-world skewness (0.24) and kurtosis (3.95).
Standard Normal (Black-Scholes / GBM) 71.5% 35.8% Classic theoretical log-normal model with constant volatility (often underestimates tail risks).
Regime-Conditioned (Similar Volatility) 62.1% 21.4% Filters for historical windows that started with volatility similar to current 20-day HV (103 matching periods).

Underlying Volatility Profile

Volatility Metrics

  • 1-Year Annualized HV: 56.7%
  • Recent 20-Day HV: 27.9%
  • Parkinson Intraday Volatility: 44.8%
  • Vol Trend: Compressed (-51% vs baseline)

14-Day Return Quantiles

  • Median Return: -1.2%
  • Top 10% Move (90th percentile): +18.5%
  • Bottom 10% Move (10th percentile): -14.2%
  • Max Historical Gain (14d): +85.8%
  • Max Historical Loss (14d): -32.0%