V-Lab
NETGEAR Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
47.54%
decreased by 1.68%
1 Week
47.54%
decreased by 1.68%
1 Month
47.53%
decreased by 1.69%
Analysis last updated: Friday, July 24, 2026 at 09:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 31, 2003 to Jul 24, 2026Model Insight
With persistence 0.994, volatility shocks have a half-life of 118 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.59 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 | 8.9025 | 3.45*** |
α ARCH Response to squared shocks | 0.0389 | 40.75*** |
β GARCH Volatility persistence | 0.9941 | 603.96*** |
ν DF Student-t tail thickness | 3.5866 | 18.21*** |
Persistence:
0.994
Half-life:
118 days
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