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V-Lab

Micron Technology Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

113.56%

decreased by 3.85%

1 Week

113.24%

decreased by 4.17%

1 Month

111.98%

decreased by 5.43%

Analysis last updated: Wednesday, August 5, 2026 at 09:29 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Micron Technology Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 31, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 170 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 6.61 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

15.4938
4.68***
α

ARCH

Response to squared shocks

0.0424
38.12***
β

GARCH

Volatility persistence

0.9959
1,155.37***
ν

DF

Student-t tail thickness

6.6062
7.53***

Persistence:

0.996

Half-life:

170 days