What was the original GPU? What is the new GPU? If you changed brands, i.e Nvidia to AMD, you should run a program called DDU to remove all traces of the original drivers and software.
Otherwise, we need more information. Again, what GPU? What monitor? What resolution? What refresh rate? Yes it could be a cable. It could be a faulty GPU, it could be the card is not properly seated in the PCI slot. It could be heat related, how long before the screen goes black? It could be that you have G-sync or Free Sync enabled and the system doesn't like that setting with the new card.