Skip to main content
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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Palantir Technologies Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Sep 30, 2020 to Aug 21, 2026

Model 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

ParameterValuet-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