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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Uber Technologies, Inc. GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

May 10, 2019 to Aug 21, 2026

Model 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

ParameterValuet-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