V-Lab
NVIDIA Corp MF2-GARCH Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
37.38%
decreased by 0.92%
1 Week
38.68%
increased by 0.38%
1 Month
41.96%
increased by 3.66%
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
This asset exhibits a strong leverage effect: negative returns increase next-day volatility 359% more than equivalent positive returns.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 66 | |
α ARCH Response to squared shocks | 0.0370 | 12.55*** |
β GARCH Volatility persistence | 0.8248 | 115.82*** |
γ leverage Additional response to negative shocks | 0.1331 | 21.03*** |
λ₁ tau intercept Baseline long-term coefficient | 0.0313 | 3.21*** |
λ₂ forecast adj. Forecast performance sensitivity | 0.0233 | 6.03*** |
λ₃ tau persistence Long-term factor persistence | 0.9746 | 218.51*** |
Persistence:
0.928
Half-life:
9 days
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