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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Filana Therapeutics Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jul 14, 2000 to Jul 24, 2026

Model 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

ParameterValuet-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