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V-Lab

NVIDIA Corp GJR-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

39.95%

decreased by 0.48%

1 Week

40.70%

increased by 0.27%

1 Month

43.48%

increased by 3.05%

Analysis last updated: Tuesday, August 25, 2026 at 09:28 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 Aug 21, 2026

Model Insight

With persistence 0.995, volatility shocks have a half-life of 144 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: Negative returns increase volatility 171% more than positive returns

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1511
14.39***
α

ARCH

Response to squared shocks

0.0374
12.11***
β

GARCH

Volatility persistence

0.9259
354.19***
γ

leverage

Additional response to negative shocks

0.0639
10.84***

Persistence:

0.995

Half-life:

144 days