V-Lab
Broadcom Inc GARCH Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
40.08%
decreased by 1.03%
1 Week
40.02%
decreased by 1.09%
1 Month
39.82%
decreased by 1.29%
Analysis last updated: Tuesday, August 11, 2026 at 09:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2009 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 22 trading days, meaning a shock loses half its impact after approximately 22 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.1920 | 8.87*** |
α ARCH Response to squared shocks | 0.0705 | 13.82*** |
β GARCH Volatility persistence | 0.8978 | 113.57*** |
Persistence:
0.968
Half-life:
22 days
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