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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 5, 2006 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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