V-Lab
Kyntra Bio Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 27th, 2026
1 Day
52.78%
decreased by 2.52%
1 Week
53.46%
decreased by 1.84%
1 Month
55.84%
increased by 0.54%
Analysis last updated: Wednesday, August 26, 2026 at 10:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 14, 2014 to Aug 21, 2026Model Insight
Volatility shocks decay with a half-life of 48 trading days, meaning a shock loses half its impact after approximately 48 days. Returns follow a Student-t distribution with v = 4.02 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 | 21.1635 | 3.39*** |
α ARCH Response to squared shocks | 0.0570 | 22.45*** |
β GARCH Volatility persistence | 0.9858 | 231.34*** |
ν DF Student-t tail thickness | 4.0205 | 7.85*** |
Persistence:
0.986
Half-life:
48 days
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