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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kyntra Bio Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 14, 2014 to Aug 21, 2026

Model 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

ParameterValuet-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