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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Broadcom Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 6, 2009 to Aug 7, 2026

Model 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

ParameterValuet-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