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V-Lab

Broadcom Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

40.71%

decreased by 2.39%

1 Week

40.58%

decreased by 2.52%

1 Month

40.16%

decreased by 2.94%

Analysis last updated: Tuesday, August 25, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Broadcom Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Aug 6, 2009 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 25 trading days, meaning a shock loses half its impact after approximately 25 days. Returns follow a Student-t distribution with v = 4.75 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

5.8140
4.96***
α

ARCH

Response to squared shocks

0.0688
16.52***
β

GARCH

Volatility persistence

0.9730
179.76***
ν

DF

Student-t tail thickness

4.7500
4.83***

Persistence:

0.973

Half-life:

25 days