V-Lab
NVIDIA Corp GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
45.53%
1 Week
45.73%
1 Month
46.53%
Analysis last updated: Monday, September 14, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 22, 1999 to Sep 11, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 383 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.
GAS-GARCH-T Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 28.7120 | 1.55 |
| αARCH | 0.0578 | 18.81*** |
| βGARCH | 0.9982 | 989.29*** |
| νDF | 4.9366 | 7.30*** |
0.998
Persistence383d
Half-lifeGAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 28.7120 | 1.55 |
α ARCH Response to squared shocks | 0.0578 | 18.81*** |
β GARCH Volatility persistence | 0.9982 | 989.29*** |
ν DF Student-t tail thickness | 4.9366 | 7.30*** |
Persistence:
0.998
Half-life:
383 days
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