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NVDA company profile

NVDA Volatility & Regime

Descriptive volatility statistics + an experimental regime signal — not investment advice; past/model estimates do not indicate future results. Price-based statistics are lmfin computations over a pinned Yahoo adjusted-close window. See Disclaimer.

Window: 3y ending 2026-06-30.

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 figure

NVDA annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.NVDA annualized volatility estimates. Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.NVDA annualized volatility estimatesWindow 3y ending 2026-06-30Source: lmfin vol; Yahoo adjusted close; window ending 2026-06-30.EstimateAnnualized volatility (%)0.0%25.0%50.0%Long-runCurrent1-day est.5-day est.21-day est.EWMATrailing 21d

Volatility table

MetricValueWindowEnd
Current annualized volatility40.25%3y2026-06-30
Long-run annualized volatility49.72%3y2026-06-30
GARCH model 1-day-ahead volatility estimate40.73%3y2026-06-30
GARCH model 5-day-ahead volatility estimate44.00%3y2026-06-30
GARCH model 21-day-ahead volatility estimate48.69%3y2026-06-30
EWMA annualized volatility40.18%3y2026-06-30
Trailing 21-day annualized volatility47.19%3y2026-06-30
Trailing-window annualized volatility46.92%3y2026-06-30
GARCH persistence0.903y2026-06-30

Experimental regime change-points

Current experimental state: high; current state start: 2026-02-06; days in state: 2.

Datelmfin note
2024-02-22BOCPD MAP run length reset from 160 to 1; P(run<=5)=0.99
2025-01-27BOCPD MAP run length reset from 92 to 1; P(run<=5)=0.98
2025-04-09BOCPD MAP run length reset from 282 to 1; P(run<=5)=0.59
2025-05-23BOCPD MAP run length reset from 23 to 7; P(run<=5)=0.07
2026-02-06BOCPD 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.