Broadcom Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, October 27th, 2026
1 Day
41.07%
increased by 0.63%
1 Week
40.94%
increased by 0.50%
1 Month
40.48%
increased by 0.04%
Analysis last updated: Monday, October 26, 2026 at 09:18 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 23, 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 = 4.81 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 = 4.81 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 5.8319 | 1.25 |
| αscore | 0.0678 | 4.13*** |
| βpersistence | 0.9739 | 46.90*** |
| νDF | 4.8084 | 1.19 |
0.974
Persistence26d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 5.8319 | 1.25 |
α score Weight on the scaled score | 0.0678 | 4.13*** |
β persistence Volatility persistence | 0.9739 | 46.90*** |
ν DF Student-t tail thickness | 4.8084 | 1.19 |
Persistence:
0.974
Half-life:
26 days
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