V-Lab
Galera Therapeutics Inc MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, August 5th, 2026
1 Day
155.11%
increased by 19.33%
1 Week
138.47%
increased by 2.69%
1 Month
122.79%
decreased by 12.99%
Analysis last updated: Wednesday, August 5, 2026 at 09:25 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 7, 2019 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
MF2-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.0643 | 6.14*** |
β GARCH Volatility persistence | 0.6152 | 12.15*** |
γ leverage Additional response to negative shocks | 0.0087 | 0.73 |
λ₁ tau intercept Baseline long-term coefficient | 53.5110 |
Persistence:
0.684
Half-life:
2 days
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