V-Lab
NVIDIA Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
42.94%
decreased by 1.54%
1 Week
43.16%
decreased by 1.32%
1 Month
44.04%
decreased by 0.44%
Analysis last updated: Friday, July 24, 2026 at 09:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Jul 24, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 466 trading days (~1.8 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.91 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 | 33.0853 | 6.80*** |
α ARCH Response to squared shocks | 0.0575 | 75.66*** |
β GARCH Volatility persistence | 0.9985 | 5,200.59*** |
ν DF Student-t tail thickness | 4.9082 | 32.44*** |
Persistence:
0.999
Half-life:
466 days
Other NVIDIA Corp Analyses
Other GAS-GARCH Student T Analyses on Equities