V-Lab
Tesla Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, October 5th, 2026
1 Day
47.77%
increased by 3.29%
1 Week
48.10%
increased by 3.62%
1 Month
49.29%
increased by 4.81%
Analysis last updated: Friday, October 2, 2026 at 11:06 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2010 to Oct 2, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 73 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
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High persistence: persistence 0.991, shock half-life ~73 daysv = 4.10 · fat tails
| Param | Value | t-stat |
|---|---|---|
| ωconst | 15.6418 | 1.04 |
| αARCH | 0.0453 | 8.86*** |
| βGARCH | 0.9906 | 111.62*** |
| νDF | 4.1041 | 2.56** |
0.991
Persistence73d
Half-life𝑓
GAS-GARCH-T Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.6418 | 1.04 |
α ARCH Response to squared shocks | 0.0453 | 8.86*** |
β GARCH Volatility persistence | 0.9906 | 111.62*** |
ν DF Student-t tail thickness | 4.1041 | 2.56** |
Persistence:
0.991
Half-life:
73 days
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