NVIDIA Corp EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
47.18%
decreased by 2.10%
1 Week
47.90%
decreased by 1.38%
1 Month
50.66%
increased by 1.38%
Analysis last updated: Monday, July 20, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Jul 17, 2026Model Insight
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 100% more than equivalent positive returns.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0492 | 14.01*** |
α ARCH Response to squared shocks | 0.1352 | 25.93*** |
β GARCH Volatility persistence | 0.9844 | 1,098.71*** |
γ leverage Additional response to negative shocks | -0.0451 | -6.98*** |
Persistence:
0.984
Half-life:
44 days
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