V-Lab
Tesla Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
53.55%
increased by 3.53%
1 Week
53.74%
increased by 3.72%
1 Month
54.46%
increased by 4.44%
Analysis last updated: Friday, August 21, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2010 to Aug 21, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 75 trading days (~0.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 4.10 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 | 15.8677 | 4.16*** |
α ARCH Response to squared shocks | 0.0454 | 36.01*** |
β GARCH Volatility persistence | 0.9908 | 459.54*** |
ν DF Student-t tail thickness | 4.0957 | 10.52*** |
Persistence:
0.991
Half-life:
75 days
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