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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 31, 2026Model 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
| Parameter | Value | t-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
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