# NVDA Volatility & Regime

Advisory: Descriptive volatility statistics + an experimental regime signal - not investment advice; past/model estimates do not indicate future results. Informational only - not investment advice.

Window: 3y ending 2026-06-30. Pack hash: 1c2ba30468c816264038fe0889f18730c58fdf743e34c1ab4ce3bcec4c883bfa.

## Volatility estimates

For NVDA over the pinned 3y window ending 2026-06-30, lmfin computes current annualized volatility 40.25%, long-run annualized volatility 49.72%, and GARCH persistence 0.90.

The GARCH model's 1-day-ahead volatility estimate is 40.73%, its 5-day-ahead estimate is 44.00%, and its 21-day-ahead estimate is 48.69%.

## Comparator estimates

For the same pinned window, lmfin also reports EWMA volatility 40.18%, trailing 21-day volatility 47.19%, and trailing-window volatility 46.92%.

## Experimental regime signal

lmfin's experimental regime detector reports 5.00 detected change-points in the pinned window. The current experimental volatility state is high, with 2.00 days in that state.

## Volatility table

| Metric | Value | Window | End |
| --- | --- | --- | --- |
| Current annualized volatility | 40.25% | 3y | 2026-06-30 |
| Long-run annualized volatility | 49.72% | 3y | 2026-06-30 |
| GARCH model 1-day-ahead volatility estimate | 40.73% | 3y | 2026-06-30 |
| GARCH model 5-day-ahead volatility estimate | 44.00% | 3y | 2026-06-30 |
| GARCH model 21-day-ahead volatility estimate | 48.69% | 3y | 2026-06-30 |
| EWMA annualized volatility | 40.18% | 3y | 2026-06-30 |
| Trailing 21-day annualized volatility | 47.19% | 3y | 2026-06-30 |
| Trailing-window annualized volatility | 46.92% | 3y | 2026-06-30 |
| GARCH persistence | 0.90 | 3y | 2026-06-30 |

## Experimental regime change-points

Current experimental state: high; current state start: 2026-02-06; days in state: 2.
| Date | lmfin note |
| --- | --- |
| 2024-02-22 | BOCPD MAP run length reset from 160 to 1; P(run<=5)=0.99 |
| 2025-01-27 | BOCPD MAP run length reset from 92 to 1; P(run<=5)=0.98 |
| 2025-04-09 | BOCPD MAP run length reset from 282 to 1; P(run<=5)=0.59 |
| 2025-05-23 | BOCPD MAP run length reset from 23 to 7; P(run<=5)=0.07 |
| 2026-02-06 | BOCPD MAP run length reset from 196 to 1; P(run<=5)=0.21 |

## Provenance

lmfin: lmfin 0.1.0. Vol command: lmfin vol NVDA --window 3y --end 2026-06-30 --json. Regime command: lmfin regime NVDA --window 3y --end 2026-06-30 --json. Price source: yahoo; price field: adjusted_close; window start: 2023-07-03; window end: 2026-06-30. Volatility statistics and experimental regime change-points are lmfin computations from Yahoo adjusted-close data over the pinned window. Model estimates are descriptive outputs, not advice. Pack hash: 1c2ba30468c816264038fe0889f18730c58fdf743e34c1ab4ce3bcec4c883bfa.