V-Lab
ServiceNow Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
66.75%
increased by 6.88%
1 Week
65.87%
increased by 6.00%
1 Month
62.78%
increased by 2.91%
Analysis last updated: Friday, July 24, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 30 trading days, meaning a shock loses half its impact after approximately 30 days. Returns follow a Student-t distribution with v = 4.09 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 | 7.4745 | 3.26*** |
α ARCH Response to squared shocks | 0.0658 | 13.99*** |
β GARCH Volatility persistence | 0.9770 | 131.74*** |
ν DF Student-t tail thickness | 4.0854 | 5.38*** |
Persistence:
0.977
Half-life:
30 days
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