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Abionyx Pharma SA GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, September 8th, 2026

1 Day

169.83%

increased by 4.43%

1 Week

180.86%

increased by 15.46%

1 Month

202.15%

increased by 36.75%

Analysis last updated: Tuesday, September 8, 2026 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Abionyx Pharma SA GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 15, 2016 to Sep 4, 2026

Model Insight

The estimated Student-t degrees of freedom v = 2.10 sit at the infinite-variance boundary (v → 2): the model is attributing extreme moves to heavy tails rather than to volatility, so the volatility scale is unreliable here. See the boundary-parameters flag.

𝑓

GAS-GARCH-T Model

Tap to view equation

Unreliable tails: v = 2.10 sits at the infinite-variance boundary
ParamValuet-stat
ωconst194.6849
0.55
αARCH0.1773
3.47***
βGARCH0.8936
4.58***
νDF2.0955
18.23***

0.894

Persistence

6d

Half-life
𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

194.6849
0.55
α

ARCH

Response to squared shocks

0.1773
3.47***
β

GARCH

Volatility persistence

0.8936
4.58***
ν

DF

Student-t tail thickness

2.0955
18.23***

Persistence:

0.894

Half-life:

6 days