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V-Lab

NVIDIA Corp GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

45.24%

increased by 1.40%

1 Week

45.58%

increased by 1.74%

1 Month

46.86%

increased by 3.02%

Analysis last updated: Tuesday, July 14, 2026 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of NVIDIA Corp GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 10, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 137 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1021
11.45***
α

ARCH

Response to squared shocks

0.0524
21.99***
β

GARCH

Volatility persistence

0.9425
380.06***

Persistence:

0.995

Half-life:

137 days