V-Lab
NVIDIA Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
41.20%
increased by 0.42%
1 Week
41.45%
increased by 0.67%
1 Month
42.41%
increased by 1.63%
Analysis last updated: Tuesday, August 25, 2026 at 09:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 428 trading days (~1.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.95 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 | 31.6425 | 6.43*** |
α ARCH Response to squared shocks | 0.0579 | 75.18*** |
β GARCH Volatility persistence | 0.9984 | 4,517.56*** |
ν DF Student-t tail thickness | 4.9539 | 30.16*** |
Persistence:
0.998
Half-life:
428 days
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