V-Lab
Palantir Technologies Inc GARCH Volatility Analysis
Volatility prediction for Monday, August 17th, 2026
1 Day
78.80%
decreased by 3.85%
1 Week
76.63%
decreased by 6.02%
1 Month
72.56%
decreased by 10.09%
Analysis last updated: Friday, August 14, 2026 at 09:59 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2020 to Aug 14, 2026Model Insight
Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 2.5834 | 8.03*** |
α ARCH Response to squared shocks | 0.0715 | 10.93*** |
β GARCH Volatility persistence | 0.7926 | 39.63*** |
Persistence:
0.864
Half-life:
5 days
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