V-Lab
Tesla Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
62.83%
decreased by 1.05%
1 Week
62.85%
decreased by 1.03%
1 Month
62.92%
decreased by 0.96%
Analysis last updated: Friday, July 24, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 29, 2010 to Jul 24, 2026Model Insight
With persistence 0.991, volatility shocks have a half-life of 77 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 = 4.09 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 | 16.2001 | 4.18*** |
α ARCH Response to squared shocks | 0.0456 | 36.77*** |
β GARCH Volatility persistence | 0.9911 | 480.16*** |
ν DF Student-t tail thickness | 4.0885 | 10.94*** |
Persistence:
0.991
Half-life:
77 days
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