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V-Lab

QVC Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

295.65%

decreased by 22.10%

1 Week

294.43%

decreased by 23.32%

1 Month

289.62%

decreased by 28.13%

Analysis last updated: Saturday, July 25, 2026 at 09:27 AM UTC

Date Range:

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to

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graph of QVC Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 5, 2006 to Jul 24, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 161 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.14 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

11.7626
6.01***
α

ARCH

Response to squared shocks

0.0784
70.91***
β

GARCH

Volatility persistence

0.9957
1,529.49***
ν

DF

Student-t tail thickness

4.1401
38.61***

Persistence:

0.996

Half-life:

161 days