V-Lab
Filana Therapeutics Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
85.33%
increased by 6.82%
1 Week
85.96%
increased by 7.45%
1 Month
88.14%
increased by 9.63%
Analysis last updated: Friday, July 24, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jul 14, 2000 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 35 trading days, meaning a shock loses half its impact after approximately 35 days. Returns follow a Student-t distribution with v = 3.18 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 40.1176 | 3.37*** |
α ARCH Response to squared shocks | 0.1206 | 38.49*** |
β GARCH Volatility persistence | 0.9806 | 176.39*** |
ν DF Student-t tail thickness | 3.1850 | 25.01*** |
Persistence:
0.981
Half-life:
35 days
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