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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of ServiceNow Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 29, 2012 to Jul 24, 2026

Model 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

ParameterValuet-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