V-Lab
Palantir Technologies Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 26th, 2026
1 Day
59.36%
decreased by 1.24%
1 Week
60.20%
decreased by 0.40%
1 Month
62.74%
increased by 2.14%
Analysis last updated: Tuesday, August 25, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Sep 30, 2020 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 18 trading days, meaning a shock loses half its impact after approximately 18 days. Returns follow a Student-t distribution with v = 3.88 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 19.4196 | 3.03*** |
α ARCH Response to squared shocks | 0.0624 | 8.68*** |
β GARCH Volatility persistence | 0.9622 | 67.42*** |
ν DF Student-t tail thickness | 3.8837 | 3.31*** |
Persistence:
0.962
Half-life:
18 days
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