V-Lab
Ulta Beauty Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
31.99%
decreased by 1.43%
1 Week
32.26%
decreased by 1.16%
1 Month
33.32%
decreased by 0.10%
Analysis last updated: Friday, July 24, 2026 at 10:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 25, 2007 to Jul 24, 2026Model Insight
With persistence 0.998, volatility shocks have a half-life of 326 trading days (~1.3 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 3.73 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 | 20.4984 | 6.75*** |
α ARCH Response to squared shocks | 0.0615 | 68.32*** |
β GARCH Volatility persistence | 0.9979 | 3,852.81*** |
ν DF Student-t tail thickness | 3.7320 | 47.32*** |
Persistence:
0.998
Half-life:
326 days
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