V-Lab
Kenvue Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 28th, 2026
1 Day
27.44%
decreased by 0.16%
1 Week
27.46%
decreased by 0.14%
1 Month
27.51%
decreased by 0.09%
Analysis last updated: Monday, July 27, 2026 at 09:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 4, 2023 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 10 trading days, meaning a shock loses half its impact after approximately 10 days. Returns follow a Student-t distribution with v = 3.52 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.0217 | 1.95* |
α ARCH Response to squared shocks | 0.0403 | 2.13** |
β GARCH Volatility persistence | 0.9301 | 40.70*** |
ν DF Student-t tail thickness | 3.5248 | 1.00 |
Persistence:
0.930
Half-life:
10 days
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