V-Lab
NVIDIA Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
33.11%
decreased by 0.28%
1 Week
33.44%
increased by 0.05%
1 Month
34.72%
increased by 1.33%
Analysis last updated: Friday, October 2, 2026 at 10:53 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Oct 2, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 380 trading days (~1.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.94 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
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High persistence: persistence 0.998, shock half-life ~380 daysv = 4.94 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 28.4900 | 1.54 |
| αARCH | 0.0581 | 18.86*** |
| βGARCH | 0.9982 | 969.10*** |
| νDF | 4.9389 | 7.28*** |
0.998
Persistence380d
Half-life𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 28.4900 | 1.54 |
α ARCH Response to squared shocks | 0.0581 | 18.86*** |
β GARCH Volatility persistence | 0.9982 | 969.10*** |
ν DF Student-t tail thickness | 4.9389 | 7.28*** |
Persistence:
0.998
Half-life:
380 days
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