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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Palantir Technologies Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 30, 2020 to Aug 14, 2026

Model 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

ParameterValuet-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