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V-Lab

Korro Bio Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Tuesday, August 25th, 2026

1 Day

76.98%

decreased by 3.62%

1 Week

78.55%

decreased by 2.05%

1 Month

83.56%

increased by 2.96%

Analysis last updated: Monday, August 24, 2026 at 09:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Korro Bio Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 3, 2019 to Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 24 trading days, meaning a shock loses half its impact after approximately 24 days. Returns follow a Student-t distribution with v = 3.66 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

41.0233
2.72***
α

ARCH

Response to squared shocks

0.0621
8.97***
β

GARCH

Volatility persistence

0.9715
95.56***
ν

DF

Student-t tail thickness

3.6566
4.59***

Persistence:

0.972

Half-life:

24 days