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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NVIDIA Corp EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 17, 2026

Model 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

ParameterValuet-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