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V-Lab

NVIDIA Corp GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

40.83%

decreased by 0.82%

1 Week

41.54%

decreased by 0.11%

1 Month

44.20%

increased by 2.55%

Analysis last updated: Friday, July 24, 2026 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NVIDIA Corp GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 22, 1999 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 166 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 172% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1445
14.52***
α

ARCH

Response to squared shocks

0.0369
11.80***
β

GARCH

Volatility persistence

0.9272
353.09***
γ

leverage

Additional response to negative shocks

0.0634
10.77***

Persistence:

0.996

Half-life:

166 days