V-Lab
ServiceNow Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
52.74%
decreased by 3.10%
1 Week
52.37%
decreased by 3.47%
1 Month
51.05%
decreased by 4.79%
Analysis last updated: Tuesday, August 25, 2026 at 09:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2012 to Aug 21, 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 = 4.11 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 | 7.4861 | 3.26*** |
α ARCH Response to squared shocks | 0.0656 | 14.12*** |
β GARCH Volatility persistence | 0.9774 | 134.16*** |
ν DF Student-t tail thickness | 4.1081 | 5.39*** |
Persistence:
0.977
Half-life:
30 days
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