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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Kenvue Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 4, 2023 to Jul 24, 2026

Model 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

ParameterValuet-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