V-Lab
Broadcom Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, October 6th, 2026
1 Day
38.15%
increased by 0.49%
1 Week
38.16%
increased by 0.50%
1 Month
38.16%
increased by 0.50%
Analysis last updated: Monday, October 5, 2026 at 09:21 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Aug 6, 2009 to Oct 2, 2026Model Insight
Volatility shocks decay with a half-life of 26 trading days, meaning a shock loses half its impact after approximately 26 days. Returns follow a Student-t distribution with v = 4.76 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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Shock decay: Shocks decay with a 26-day half-lifev = 4.76 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 5.7919 | 1.25 |
| αARCH | 0.0680 | 4.13*** |
| βGARCH | 0.9733 | 45.91*** |
| νDF | 4.7610 | 1.20 |
0.973
Persistence26d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.7919 | 1.25 |
α ARCH Response to squared shocks | 0.0680 | 4.13*** |
β GARCH Volatility persistence | 0.9733 | 45.91*** |
ν DF Student-t tail thickness | 4.7610 | 1.20 |
Persistence:
0.973
Half-life:
26 days
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