V-Lab
Uber Technologies, Inc. GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 27th, 2026
1 Day
42.58%
increased by 0.71%
1 Week
42.91%
increased by 1.04%
1 Month
44.01%
increased by 2.14%
Analysis last updated: Wednesday, August 26, 2026 at 10:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
May 10, 2019 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 29 trading days, meaning a shock loses half its impact after approximately 29 days. Returns follow a Student-t distribution with v = 4.95 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 | 9.5888 | 4.77*** |
α ARCH Response to squared shocks | 0.0616 | 16.21*** |
β GARCH Volatility persistence | 0.9763 | 184.41*** |
ν DF Student-t tail thickness | 4.9538 | 4.23*** |
Persistence:
0.976
Half-life:
29 days
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