V-Lab
Ulta Beauty Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 24th, 2026
1 Day
48.95%
decreased by 1.74%
1 Week
49.07%
decreased by 1.62%
1 Month
49.55%
decreased by 1.14%
Analysis last updated: Friday, August 21, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 25, 2007 to Aug 21, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 342 trading days (~1.4 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.74 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 | 21.2569 | 6.92*** |
α ARCH Response to squared shocks | 0.0610 | 68.21*** |
β GARCH Volatility persistence | 0.9980 | 4,140.97*** |
ν DF Student-t tail thickness | 3.7412 | 47.25*** |
Persistence:
0.998
Half-life:
342 days
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