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V-Lab

Definium Therapeutics Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 27th, 2026

1 Day

69.19%

decreased by 1.73%

1 Week

72.41%

increased by 1.49%

1 Month

80.39%

increased by 9.47%

Analysis last updated: Wednesday, August 26, 2026 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Definium Therapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Mar 4, 2020 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 11 trading days, meaning a shock loses half its impact after approximately 11 days. Returns follow a Student-t distribution with v = 5.16 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

34.0776
4.94***
α

ARCH

Response to squared shocks

0.1169
9.81***
β

GARCH

Volatility persistence

0.9362
76.44***
ν

DF

Student-t tail thickness

5.1645
2.92***

Persistence:

0.936

Half-life:

11 days