Chegg Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 26th, 2026
1 Day
69.70%
1 Week
69.70%
1 Month
69.69%
Analysis last updated: Friday, October 23, 2026 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2013 to Oct 23, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 105 trading days (~0.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.55 degrees of freedom, capturing fatter tails than a normal distribution.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωlong-run | 20.4174 | 1.00 |
| αscore | 0.0569 | 12.21*** |
| βpersistence | 0.9934 | 160.96*** |
| νDF | 3.5517 | 6.25*** |
0.993
Persistence105d
Half-lifeGAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω long-run Long-run variance given a price move | 20.4174 | 1.00 |
α score Weight on the scaled score | 0.0569 | 12.21*** |
β persistence Volatility persistence | 0.9934 | 160.96*** |
ν DF Student-t tail thickness | 3.5517 | 6.25*** |
Persistence:
0.993
Half-life:
105 days
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