V-Lab
ServiceNow Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
62.14%
decreased by 4.36%
1 Week
61.45%
decreased by 5.05%
1 Month
58.97%
decreased by 7.53%
Analysis last updated: Tuesday, August 11, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days. Returns follow a Student-t distribution with v = 4.10 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 | 7.5248 | 3.26*** |
α ARCH Response to squared shocks | 0.0658 | 14.22*** |
β GARCH Volatility persistence | 0.9775 | 135.23*** |
ν DF Student-t tail thickness | 4.1033 | 5.45*** |
Persistence:
0.978
Half-life:
31 days
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