V-Lab
Chegg Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
75.78%
increased by 1.75%
1 Week
75.74%
increased by 1.71%
1 Month
75.59%
increased by 1.56%
Analysis last updated: Friday, October 2, 2026 at 11:25 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 13, 2013 to Oct 2, 2026Model Insight
With persistence 0.993, volatility shocks have a half-life of 103 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 = 3.43 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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High persistence: persistence 0.993, shock half-life ~103 daysv = 3.43 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 21.0112 | 0.99 |
| αARCH | 0.0582 | 12.67*** |
| βGARCH | 0.9933 | 158.83*** |
| νDF | 3.4252 | 7.01*** |
0.993
Persistence103d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 21.0112 | 0.99 |
α ARCH Response to squared shocks | 0.0582 | 12.67*** |
β GARCH Volatility persistence | 0.9933 | 158.83*** |
ν DF Student-t tail thickness | 3.4252 | 7.01*** |
Persistence:
0.993
Half-life:
103 days
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